+26.1%
WCN vs BNS
+94.7%
-68.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -3.4% | +3.5% | -6.8% | -4.2% |
| 3M | +3.0% | +14.1% | -11.1% | -0.7% |
| 6M | -3.8% | +33.8% | -37.5% | -11.4% |
| YTD | -8.3% | +29.5% | -37.8% | -14.9% |
| 1Y | -9.7% | +48.4% | -58.2% | -19.7% |
| 3Y | +17.2% | +129.6% | -112.4% | -10.4% |
| All | +26.1% | +94.7% | -68.6% | +0.9% |
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