+743.1%
SW vs BNS
+347.7%
+395.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.6% |
| 7D | +12.1% | +2.0% | +10.1% | +11.7% |
| 30D | +6.6% | +7.8% | -1.2% | +5.3% |
| 3M | -6.0% | +11.7% | -17.7% | -7.7% |
| 6M | +21.5% | +28.2% | -6.8% | +16.7% |
| YTD | +20.3% | +34.8% | -14.4% | +14.7% |
| 1Y | +28.1% | +51.1% | -22.9% | +20.1% |
| 3Y | +51.6% | +155.4% | -103.8% | +32.0% |
| 5Y | -0.1% | +86.6% | -86.7% | -10.2% |
| 10Y | +189.7% | +198.1% | -8.4% | +145.9% |
| All | +743.1% | +347.7% | +395.4% | +621.8% |
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