+3.6%
WBD vs BNS
+94.7%
-91.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | +1.4% | +3.5% | -2.0% | -1.9% |
| 3M | +4.4% | +14.1% | -9.7% | -7.5% |
| 6M | +0.8% | +33.8% | -32.9% | -22.9% |
| YTD | -2.7% | +29.5% | -32.2% | -23.8% |
| 1Y | +73.4% | +48.4% | +25.0% | +19.1% |
| 3Y | +142.1% | +129.6% | +12.5% | +8.0% |
| All | +3.6% | +94.7% | -91.0% | -46.0% |
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