+530.2%
WCC vs BNS
+188.9%
+341.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.0% |
| 7D | +1.5% | -0.4% | +1.9% | +1.9% |
| 30D | -2.1% | +3.5% | -5.6% | -6.1% |
| 3M | +3.8% | +14.1% | -10.2% | -10.2% |
| 6M | +35.0% | +33.8% | +1.2% | -0.7% |
| YTD | +46.4% | +29.5% | +16.9% | +10.9% |
| 1Y | +63.0% | +48.4% | +14.6% | +6.7% |
| 3Y | +133.9% | +129.6% | +4.3% | -4.5% |
| 5Y | +226.5% | +96.1% | +130.5% | +57.5% |
| All | +530.2% | +188.9% | +341.3% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling