+431.3%
BNY vs WTW
+1,102.0%
-670.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.3% | -5.7% | +4.4% | +1.5% |
| 30D | -0.2% | -7.3% | +7.1% | +3.4% |
| 3M | +14.9% | +21.5% | -6.5% | +3.6% |
| 6M | +40.0% | +9.6% | +30.4% | +31.4% |
| YTD | +42.0% | -3.3% | +45.3% | +40.4% |
| 1Y | +56.9% | -6.1% | +63.0% | +57.0% |
| 3Y | +289.9% | +61.8% | +228.0% | +189.8% |
| 5Y | +259.2% | +42.7% | +216.5% | +182.0% |
| 10Y | +413.3% | +197.2% | +216.0% | +166.7% |
| All | +431.3% | +1,102.0% | -670.7% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling