+49.0%
BNS vs WETO
-99.0%
+148.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | 0.0% |
| 7D | -0.4% | -8.6% | +8.2% | -0.4% |
| 30D | +2.1% | -71.7% | +73.7% | +2.2% |
| 3M | +12.3% | -97.7% | +110.0% | +11.8% |
| 6M | +38.7% | -95.5% | +134.2% | +39.5% |
| YTD | +29.4% | -97.3% | +126.7% | +30.4% |
| All | +49.0% | -99.0% | +148.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling