+295.2%
BBWI vs BNS
+1,485.2%
-1,190.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.5% |
| 30D | +12.9% | +2.8% | +10.1% | +10.9% |
| 3M | +16.0% | +3.0% | +13.0% | +12.6% |
| 6M | +16.6% | +23.3% | -6.7% | -0.6% |
| YTD | +9.7% | +29.3% | -19.6% | -10.0% |
| 1Y | +1.5% | +41.7% | -40.2% | -22.1% |
| 3Y | -21.4% | +147.7% | -169.1% | -60.0% |
| 5Y | -67.6% | +79.4% | -146.9% | -79.2% |
| 10Y | -46.8% | +188.5% | -235.3% | -74.9% |
| All | +295.2% | +1,485.2% | -1,190.0% | -45.4% |
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