+161.8%
WAT vs BNS
+187.0%
-25.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -2.9% | -2.2% | -0.7% | -1.8% |
| 30D | -3.2% | +4.5% | -7.7% | -5.6% |
| 3M | +10.6% | +14.9% | -4.3% | +2.5% |
| 6M | +34.0% | +32.5% | +1.6% | +15.3% |
| YTD | +5.7% | +28.6% | -22.9% | -8.0% |
| 1Y | +37.1% | +48.4% | -11.3% | +10.5% |
| 3Y | +52.4% | +130.8% | -78.4% | -3.6% |
| 5Y | -4.4% | +94.8% | -99.2% | -34.4% |
| All | +161.8% | +187.0% | -25.2% | +46.9% |
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