+94.9%
BNS vs WSM
+175.3%
-80.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +14.1% | +3.8% | +10.3% | +13.2% |
| 6M | +33.8% | +22.7% | +11.1% | +29.1% |
| YTD | +29.5% | +28.0% | +1.4% | +23.9% |
| 1Y | +48.4% | +12.7% | +35.7% | +44.6% |
| 3Y | +129.6% | +231.3% | -101.7% | +79.2% |
| All | +94.9% | +175.3% | -80.4% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling