+1,469.0%
BNS vs WSM
+2,231.9%
-762.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | +4.5% | -10.7% | +15.2% | +6.9% |
| 3M | +14.9% | +8.5% | +6.4% | +12.7% |
| 6M | +32.5% | +19.6% | +12.8% | +27.1% |
| YTD | +28.6% | +26.6% | +2.0% | +21.6% |
| 1Y | +48.4% | +12.0% | +36.4% | +43.5% |
| 3Y | +130.8% | +226.6% | -95.9% | +69.5% |
| 5Y | +94.8% | +174.1% | -79.3% | +43.0% |
| 10Y | +184.3% | +1,052.9% | -868.6% | +37.6% |
| All | +1,469.0% | +2,231.9% | -762.9% | +406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling