+260.5%
BBWI vs BNS
+1,492.9%
-1,232.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.7% |
| 7D | +1.5% | +1.5% | 0.0% | +0.3% |
| 30D | -5.2% | +6.0% | -11.1% | -9.9% |
| 3M | +11.1% | +16.3% | -5.2% | -1.3% |
| 6M | -13.4% | +28.8% | -42.1% | -28.4% |
| YTD | +0.1% | +30.0% | -29.9% | -18.2% |
| 1Y | -36.1% | +50.7% | -86.8% | -53.2% |
| 3Y | -44.1% | +125.4% | -169.5% | -69.6% |
| 5Y | -66.2% | +94.2% | -160.5% | -79.6% |
| 10Y | -54.8% | +182.8% | -237.6% | -78.5% |
| All | +260.5% | +1,492.9% | -1,232.4% | -50.3% |
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