+3,651.2%
GWW vs BNS
+1,463.9%
+2,187.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -0.5% | -1.3% | +0.8% | +0.2% |
| 30D | -1.4% | +4.0% | -5.4% | -3.5% |
| 3M | -3.6% | +13.8% | -17.4% | -9.8% |
| 6M | +15.1% | +32.7% | -17.6% | 0.0% |
| YTD | +27.5% | +27.6% | -0.1% | +12.7% |
| 1Y | +29.6% | +47.4% | -17.8% | +6.8% |
| 3Y | +90.1% | +129.0% | -38.9% | +25.1% |
| 5Y | +222.6% | +92.7% | +129.9% | +127.9% |
| 10Y | +566.5% | +182.1% | +384.4% | +282.8% |
| All | +3,651.2% | +1,463.9% | +2,187.4% | +667.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling