+289.7%
BNY vs WST
-11.8%
+301.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +1.4% | -2.0% | +3.4% | +1.5% |
| 3M | +16.8% | +4.1% | +12.7% | +16.5% |
| 6M | +42.0% | +47.4% | -5.4% | +39.0% |
| YTD | +41.9% | +25.4% | +16.5% | +39.8% |
| 1Y | +59.2% | +35.3% | +23.9% | +56.2% |
| All | +289.7% | -11.8% | +301.5% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling