+186.9%
BNS vs WSM
+1,071.8%
-884.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +3.5% | -7.7% | +11.2% | +4.9% |
| 3M | +14.1% | +3.8% | +10.3% | +13.1% |
| 6M | +33.8% | +22.7% | +11.1% | +28.5% |
| YTD | +29.5% | +28.0% | +1.4% | +23.2% |
| 1Y | +48.4% | +12.7% | +35.7% | +44.0% |
| 3Y | +129.6% | +231.3% | -101.7% | +74.8% |
| 5Y | +96.1% | +177.2% | -81.1% | +49.3% |
| All | +186.9% | +1,071.8% | -884.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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