+17,702.7%
WDC vs BNS
+1,476.3%
+16,226.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.9% |
| 7D | +6.0% | +1.8% | +4.2% | +4.4% |
| 30D | +9.9% | +4.5% | +5.4% | +6.2% |
| 3M | -9.4% | +15.8% | -25.2% | -18.9% |
| 6M | +94.7% | +31.5% | +63.2% | +58.3% |
| YTD | +177.4% | +28.6% | +148.7% | +128.9% |
| 1Y | +412.6% | +48.2% | +364.4% | +279.0% |
| 3Y | +1,359.8% | +130.8% | +1,229.0% | +657.0% |
| 5Y | +992.6% | +94.9% | +897.7% | +553.6% |
| 10Y | +1,245.5% | +179.6% | +1,065.9% | +526.8% |
| All | +17,702.7% | +1,476.3% | +16,226.4% | +1,689.7% |
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