+186.9%
BNS vs ARWR
+1,081.9%
-895.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -0.4% | -4.0% | +3.6% | -0.1% |
| 30D | +3.5% | -5.0% | +8.5% | +3.8% |
| 3M | +14.1% | +11.3% | +2.7% | +13.0% |
| 6M | +33.8% | +42.6% | -8.8% | +30.0% |
| YTD | +29.5% | +24.8% | +4.7% | +26.7% |
| 1Y | +48.4% | +178.8% | -130.4% | +36.6% |
| 3Y | +129.6% | +183.3% | -53.7% | +104.6% |
| 5Y | +96.1% | +29.5% | +66.6% | +79.6% |
| All | +186.9% | +1,081.9% | -895.0% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling