+1,469.0%
BNS vs WTW
+546.7%
+922.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.2% | -7.8% | +5.6% | +0.7% |
| 30D | +4.5% | -7.9% | +12.4% | +7.5% |
| 3M | +14.9% | +19.9% | -5.1% | +6.7% |
| 6M | +32.5% | +9.8% | +22.7% | +26.1% |
| YTD | +28.6% | -3.3% | +32.0% | +27.6% |
| 1Y | +48.4% | -3.3% | +51.7% | +46.7% |
| 3Y | +130.8% | +61.5% | +69.3% | +82.6% |
| 5Y | +94.8% | +42.6% | +52.2% | +60.0% |
| 10Y | +184.3% | +197.1% | -12.7% | +68.4% |
| All | +1,469.0% | +546.7% | +922.3% | +572.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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