-2.3%
SW vs BNS
+94.5%
-96.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.9% |
| 7D | -5.1% | +1.5% | -6.6% | -5.9% |
| 30D | -4.6% | +6.0% | -10.5% | -7.6% |
| 3M | +9.4% | +16.3% | -7.0% | +0.9% |
| 6M | +3.5% | +28.8% | -25.3% | -9.3% |
| YTD | +22.0% | +30.0% | -7.9% | +6.2% |
| 1Y | +2.2% | +50.7% | -48.5% | -17.4% |
| 3Y | +19.6% | +125.4% | -105.8% | -20.7% |
| All | -2.3% | +94.5% | -96.8% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling