+317.0%
FWONK vs BNS
+188.9%
+128.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -7.7% | +3.5% | -11.2% | -10.0% |
| 3M | +5.7% | +14.1% | -8.3% | -3.1% |
| 6M | +13.5% | +33.8% | -20.3% | -6.1% |
| YTD | -3.0% | +29.5% | -32.4% | -18.3% |
| 1Y | -6.4% | +48.4% | -54.8% | -27.9% |
| 3Y | +43.8% | +129.6% | -85.8% | -18.6% |
| 5Y | +98.6% | +96.1% | +2.5% | +22.8% |
| All | +317.0% | +188.9% | +128.1% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling