+216.1%
BNS vs NWSA
+122.3%
+93.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.3% | -3.1% | +1.8% | -0.2% |
| 30D | +4.0% | +4.3% | -0.3% | +2.5% |
| 3M | +13.8% | +9.2% | +4.6% | +9.9% |
| 6M | +32.7% | +21.6% | +11.1% | +23.1% |
| YTD | +27.6% | +14.2% | +13.4% | +20.6% |
| 1Y | +47.4% | +1.8% | +45.6% | +44.6% |
| 3Y | +129.0% | +44.4% | +84.5% | +95.2% |
| 5Y | +92.7% | +41.0% | +51.7% | +61.1% |
| 10Y | +182.1% | +150.0% | +32.0% | +74.5% |
| All | +216.1% | +122.3% | +93.8% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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