+1,188.5%
WDC vs BNY
+416.3%
+772.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | -1.3% | -3.0% | -3.4% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | -15.5% | +14.9% | -30.4% | -23.9% |
| 6M | +66.5% | +40.0% | +26.5% | +30.7% |
| YTD | +159.9% | +42.0% | +117.9% | +101.2% |
| 1Y | +366.0% | +56.9% | +309.1% | +234.9% |
| 3Y | +1,285.8% | +289.9% | +996.0% | +416.9% |
| 5Y | +925.6% | +259.2% | +666.4% | +295.6% |
| All | +1,188.5% | +416.3% | +772.2% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling