+182.7%
SW vs BNS
+179.7%
+3.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +2.3% | -2.2% | +4.5% | +3.2% |
| 30D | +6.8% | +5.1% | +1.7% | +4.7% |
| 3M | -5.2% | +4.7% | -9.9% | -7.1% |
| 6M | +7.4% | +19.0% | -11.6% | +0.3% |
| YTD | +17.4% | +28.2% | -10.8% | +6.5% |
| 1Y | +27.1% | +43.4% | -16.3% | +10.5% |
| 3Y | +47.9% | +143.1% | -95.2% | +6.3% |
| 5Y | -2.6% | +77.3% | -79.9% | -23.3% |
| All | +182.7% | +179.7% | +3.0% | +86.3% |
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