+1,768.2%
WAT vs BNS
+1,487.3%
+280.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +2.0% | +1.0% | +1.0% | +1.6% |
| 30D | +7.7% | +2.7% | +5.0% | +6.4% |
| 3M | +11.1% | +3.5% | +7.6% | +9.1% |
| 6M | +31.2% | +22.1% | +9.2% | +19.1% |
| YTD | +21.7% | +29.5% | -7.8% | +7.2% |
| 1Y | +19.3% | +40.7% | -21.4% | +1.1% |
| 3Y | +80.6% | +148.6% | -68.0% | +17.1% |
| 5Y | +29.5% | +79.6% | -50.1% | -3.1% |
| 10Y | +225.3% | +188.9% | +36.4% | +90.3% |
| All | +1,768.2% | +1,487.3% | +280.9% | +381.8% |
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