+5.0%
FWONK vs BNS
+44.2%
-39.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.8% | +12.5% | +7.9% |
| 7D | +15.0% | -3.8% | +18.8% | +15.1% |
| 30D | +11.5% | +1.7% | +9.8% | +10.7% |
| 3M | +10.9% | +4.6% | +6.3% | +9.9% |
| 6M | +21.9% | +21.9% | 0.0% | +16.4% |
| YTD | +8.1% | +28.3% | -20.1% | 0.0% |
| 1Y | +5.0% | +44.3% | -39.3% | -5.9% |
| All | +5.0% | +44.2% | -39.2% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling