+38.7%
WEC vs BNS
+130.5%
-91.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -2.6% | +3.5% | -6.1% | -3.3% |
| 3M | -6.0% | +14.1% | -20.1% | -8.8% |
| 6M | -5.4% | +33.8% | -39.2% | -11.6% |
| YTD | +2.5% | +29.5% | -27.0% | -3.6% |
| 1Y | -0.7% | +48.4% | -49.1% | -10.2% |
| 3Y | +38.7% | +129.6% | -90.9% | +10.3% |
| All | +38.7% | +130.5% | -91.8% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling