+222.3%
WAB vs BNS
+92.5%
+129.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -0.2% | -2.2% | +2.0% | +1.0% |
| 30D | -5.9% | +4.5% | -10.3% | -8.4% |
| 3M | +9.4% | +14.9% | -5.5% | +0.5% |
| 6M | +13.8% | +32.5% | -18.6% | -3.8% |
| YTD | +31.8% | +28.6% | +3.2% | +13.0% |
| 1Y | +48.5% | +48.4% | +0.2% | +17.1% |
| 3Y | +167.0% | +130.8% | +36.2% | +59.3% |
| 5Y | +222.3% | +94.8% | +127.5% | +104.6% |
| All | +222.3% | +92.5% | +129.8% | +104.6% |
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