+341.2%
ACWI vs BNS
+381.6%
-40.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.8% |
| 30D | -2.8% | +5.5% | -8.4% | -5.8% |
| 3M | -3.2% | +6.0% | -9.1% | -6.7% |
| 6M | +1.3% | +22.6% | -21.3% | -10.3% |
| YTD | +11.2% | +30.5% | -19.2% | -5.2% |
| 1Y | +13.8% | +44.1% | -30.4% | -8.4% |
| 3Y | +76.2% | +150.8% | -74.6% | +1.9% |
| 5Y | +59.5% | +80.7% | -21.2% | +10.2% |
| 10Y | +222.2% | +185.2% | +37.0% | +64.5% |
| All | +341.2% | +381.6% | -40.5% | +55.7% |
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