+4,619.7%
WAB vs BNS
+1,476.3%
+3,143.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | +1.7% | +1.8% | -0.1% | +0.4% |
| 30D | -2.4% | +4.5% | -6.9% | -5.5% |
| 3M | +9.7% | +15.8% | -6.1% | -0.8% |
| 6M | +16.5% | +31.5% | -15.0% | -2.9% |
| YTD | +33.7% | +28.6% | +5.1% | +12.8% |
| 1Y | +49.7% | +48.2% | +1.5% | +15.0% |
| 3Y | +170.9% | +130.8% | +40.1% | +53.5% |
| 5Y | +228.0% | +94.9% | +133.2% | +105.7% |
| 10Y | +284.8% | +179.6% | +105.2% | +88.9% |
| All | +4,619.7% | +1,476.3% | +3,143.4% | +863.8% |
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