+259.0%
BNY vs WST
-24.9%
+284.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +1.4% | -2.0% | +3.4% | +1.6% |
| 3M | +16.8% | +4.1% | +12.7% | +16.2% |
| 6M | +42.0% | +47.4% | -5.4% | +35.5% |
| YTD | +41.9% | +25.4% | +16.5% | +37.7% |
| 1Y | +59.2% | +35.3% | +23.9% | +52.8% |
| 3Y | +290.9% | -11.7% | +302.6% | +284.8% |
| 5Y | +259.0% | -24.0% | +283.1% | +225.6% |
| All | +259.0% | -24.9% | +284.0% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling