+293.4%
WBD vs BNS
+604.4%
-311.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -0.9% |
| 30D | +3.9% | +4.0% | -0.1% | +1.0% |
| 3M | +5.1% | +13.8% | -8.7% | -3.6% |
| 6M | +0.6% | +32.7% | -32.1% | -16.6% |
| YTD | -3.2% | +27.6% | -30.8% | -18.0% |
| 1Y | +127.7% | +47.4% | +80.3% | +76.0% |
| 3Y | +146.6% | +129.0% | +17.6% | +45.2% |
| 5Y | +4.2% | +92.7% | -88.5% | -31.5% |
| 10Y | +13.7% | +182.1% | -168.4% | -42.1% |
| All | +293.4% | +604.4% | -311.0% | +33.2% |
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