+165.0%
W vs BNS
+170.2%
-5.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.6% |
| 7D | +6.5% | +1.8% | +4.7% | +4.6% |
| 30D | -6.2% | +4.5% | -10.7% | -10.8% |
| 3M | +48.9% | +15.8% | +33.1% | +27.6% |
| 6M | +31.2% | +31.5% | -0.3% | -0.7% |
| YTD | -0.4% | +28.6% | -29.0% | -22.9% |
| 1Y | +14.8% | +48.2% | -33.4% | -22.7% |
| 3Y | +40.5% | +130.8% | -90.3% | -37.1% |
| 5Y | -62.1% | +94.9% | -157.0% | -79.4% |
| 10Y | +141.5% | +179.6% | -38.0% | -5.7% |
| All | +165.0% | +170.2% | -5.2% | +4.7% |
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 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