-67.0%
BBWI vs BNS
+94.7%
-161.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.8% | +5.9% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | +3.5% | +3.5% | 0.0% | +0.2% |
| 3M | -0.3% | +14.1% | -14.4% | -10.8% |
| 6M | -5.4% | +33.8% | -39.1% | -25.1% |
| YTD | -4.7% | +29.5% | -34.2% | -23.1% |
| 1Y | -30.5% | +48.4% | -78.9% | -50.0% |
| 3Y | -44.3% | +129.6% | -173.9% | -72.7% |
| All | -67.0% | +94.7% | -161.7% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling