+43.8%
FWONK vs BNS
+130.5%
-86.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -7.7% | +3.5% | -11.2% | -8.4% |
| 3M | +5.7% | +14.1% | -8.3% | +2.4% |
| 6M | +13.5% | +33.8% | -20.3% | +5.4% |
| YTD | -3.0% | +29.5% | -32.4% | -9.3% |
| 1Y | -6.4% | +48.4% | -54.8% | -15.5% |
| 3Y | +43.8% | +129.6% | -85.8% | +12.6% |
| All | +43.8% | +130.5% | -86.6% | +12.6% |
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