+428.1%
WMT vs BNY
+416.3%
+11.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -7.4% | -0.2% | -7.3% | -7.4% |
| 3M | -10.9% | +14.9% | -25.8% | -13.4% |
| 6M | -12.7% | +40.0% | -52.7% | -18.5% |
| YTD | -3.2% | +42.0% | -45.2% | -10.1% |
| 1Y | +5.3% | +56.9% | -51.6% | -4.3% |
| 3Y | +101.9% | +289.9% | -188.0% | +52.6% |
| 5Y | +134.6% | +259.2% | -124.6% | +76.7% |
| All | +428.1% | +416.3% | +11.8% | +255.1% |
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