+356.8%
ACWI vs BNS
+379.8%
-23.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.6% |
| 7D | +0.5% | +1.5% | -1.1% | -0.4% |
| 30D | +0.9% | +6.0% | -5.1% | -2.7% |
| 3M | +2.4% | +16.3% | -13.9% | -6.5% |
| 6M | +12.4% | +28.8% | -16.4% | -3.2% |
| YTD | +15.2% | +30.0% | -14.8% | -1.5% |
| 1Y | +22.7% | +50.7% | -28.0% | -3.7% |
| 3Y | +75.8% | +125.4% | -49.6% | +8.0% |
| 5Y | +67.7% | +94.2% | -26.5% | +11.2% |
| 10Y | +229.0% | +182.8% | +46.2% | +68.9% |
| All | +356.8% | +379.8% | -23.0% | +61.7% |
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