+2,727.9%
WCN vs BNS
+1,463.9%
+1,264.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | -3.0% | +4.0% | -7.0% | -4.4% |
| 3M | +2.5% | +13.8% | -11.2% | -2.2% |
| 6M | -5.7% | +32.7% | -38.4% | -14.8% |
| YTD | -7.4% | +27.6% | -35.0% | -15.4% |
| 1Y | -8.6% | +47.4% | -56.0% | -20.5% |
| 3Y | +19.4% | +129.0% | -109.6% | -11.5% |
| 5Y | +27.2% | +92.7% | -65.5% | -1.1% |
| 10Y | +238.5% | +182.1% | +56.4% | +124.0% |
| All | +2,727.9% | +1,463.9% | +1,264.0% | +714.8% |
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