-4.1%
WAT vs BNS
+93.4%
-97.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -1.8% | -1.3% | -0.5% | -1.1% |
| 30D | -1.7% | +4.0% | -5.7% | -4.0% |
| 3M | +9.1% | +13.8% | -4.7% | +1.0% |
| 6M | +32.4% | +32.7% | -0.2% | +12.4% |
| YTD | +6.6% | +27.6% | -21.0% | -7.9% |
| 1Y | +34.7% | +47.4% | -12.7% | +6.7% |
| 3Y | +53.6% | +129.0% | -75.4% | -7.7% |
| 5Y | -4.1% | +92.7% | -96.8% | -34.3% |
| All | -4.1% | +93.4% | -97.4% | -34.3% |
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