+339.1%
ACWI vs BNS
+378.0%
-38.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -0.2% | -1.1% | +0.9% | +0.5% |
| 30D | -3.3% | +4.7% | -8.0% | -5.8% |
| 3M | -3.4% | +5.5% | -8.9% | -6.7% |
| 6M | +0.8% | +21.7% | -20.9% | -10.4% |
| YTD | +10.7% | +29.5% | -18.8% | -5.2% |
| 1Y | +11.6% | +41.9% | -30.3% | -9.4% |
| 3Y | +73.4% | +148.5% | -75.1% | +0.8% |
| 5Y | +60.2% | +80.3% | -20.1% | +10.8% |
| 10Y | +221.6% | +184.7% | +36.9% | +64.4% |
| All | +339.1% | +378.0% | -38.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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