+142.0%
WEC vs BNS
+188.9%
-46.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -2.6% | +3.5% | -6.1% | -3.6% |
| 3M | -6.0% | +14.1% | -20.1% | -9.6% |
| 6M | -5.4% | +33.8% | -39.2% | -13.1% |
| YTD | +2.5% | +29.5% | -27.0% | -5.1% |
| 1Y | -0.7% | +48.4% | -49.1% | -11.7% |
| 3Y | +38.7% | +129.6% | -90.9% | +7.7% |
| 5Y | +31.7% | +96.1% | -64.4% | +5.7% |
| All | +142.0% | +188.9% | -46.8% | +53.2% |
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 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