+184.4%
SW vs BNS
+183.7%
+0.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | +7.4% | +4.7% | +2.7% | +5.5% |
| 3M | -5.9% | +5.5% | -11.5% | -8.1% |
| 6M | +9.0% | +21.7% | -12.7% | +0.8% |
| YTD | +18.1% | +29.5% | -11.3% | +6.7% |
| 1Y | +28.7% | +41.9% | -13.2% | +12.3% |
| 3Y | +48.8% | +148.5% | -99.7% | +6.1% |
| 5Y | +2.5% | +80.3% | -77.8% | -19.8% |
| 10Y | +184.4% | +184.7% | -0.3% | +82.7% |
| All | +184.4% | +183.7% | +0.7% | +82.7% |
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