+21.3%
WAT vs BNS
+40.7%
-19.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +5.4% | +2.8% | +2.6% | +4.9% |
| 3M | +11.3% | +3.0% | +8.3% | +10.6% |
| 6M | +37.4% | +23.3% | +14.2% | +27.7% |
| YTD | +21.2% | +29.3% | -8.2% | +9.4% |
| 1Y | +21.3% | +41.7% | -20.3% | +6.4% |
| All | +21.3% | +40.7% | -19.3% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling