+72.6%
BWA vs BNS
+130.5%
-57.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -2.9% | +3.5% | -6.4% | -5.0% |
| 3M | -10.7% | +14.1% | -24.8% | -17.7% |
| 6M | +26.5% | +33.8% | -7.3% | +6.1% |
| YTD | +49.1% | +29.5% | +19.6% | +26.8% |
| 1Y | +52.1% | +48.4% | +3.6% | +19.0% |
| 3Y | +72.6% | +129.6% | -57.0% | +13.5% |
| All | +72.6% | +130.5% | -57.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling