+1,554.7%
WAT vs BNS
+1,492.9%
+61.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.5% |
| 7D | -1.3% | +1.5% | -2.8% | -2.0% |
| 30D | +2.3% | +6.0% | -3.6% | -0.5% |
| 3M | +8.7% | +16.3% | -7.6% | +1.1% |
| 6M | +28.3% | +28.8% | -0.4% | +13.8% |
| YTD | +7.8% | +30.0% | -22.2% | -5.1% |
| 1Y | +36.6% | +50.7% | -14.1% | +12.2% |
| 3Y | +45.7% | +125.4% | -79.7% | -1.2% |
| 5Y | -3.3% | +94.2% | -97.5% | -30.2% |
| 10Y | +162.1% | +182.8% | -20.7% | +54.7% |
| All | +1,554.7% | +1,492.9% | +61.8% | +326.2% |
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