-47.7%
BBWI vs BNS
+129.0%
-176.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -8.0% | -2.2% | -5.8% | -6.8% |
| 30D | -6.6% | +4.5% | -11.1% | -9.6% |
| 3M | -2.7% | +14.9% | -17.6% | -12.0% |
| 6M | -12.8% | +32.5% | -45.3% | -28.2% |
| YTD | -10.5% | +28.6% | -39.1% | -25.3% |
| 1Y | -35.3% | +48.4% | -83.7% | -51.8% |
| All | -47.7% | +129.0% | -176.7% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling