-30.5%
BBWI vs BNS
+49.3%
-79.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.8% | +6.2% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +3.5% | +3.5% | 0.0% | +3.2% |
| 3M | -0.3% | +14.1% | -14.4% | -5.7% |
| 6M | -5.4% | +33.8% | -39.1% | -14.6% |
| YTD | -4.7% | +29.5% | -34.2% | -14.4% |
| 1Y | -30.5% | +48.4% | -78.9% | -41.7% |
| All | -30.5% | +49.3% | -79.8% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling