+228.3%
WAT vs BNS
+187.6%
+40.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +0.9% | -0.3% | +0.1% |
| 30D | +5.4% | +2.8% | +2.6% | +4.0% |
| 3M | +11.3% | +3.0% | +8.3% | +9.3% |
| 6M | +37.4% | +23.3% | +14.2% | +22.5% |
| YTD | +21.2% | +29.3% | -8.2% | +5.0% |
| 1Y | +21.3% | +41.7% | -20.3% | +0.1% |
| 3Y | +83.4% | +147.7% | -64.4% | +11.6% |
| 5Y | +29.0% | +79.4% | -50.4% | -7.9% |
| All | +228.3% | +187.6% | +40.7% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling