+31.7%
WEC vs BNS
+92.5%
-60.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | -0.4% | +4.5% | -4.9% | -1.6% |
| 3M | -6.8% | +14.9% | -21.7% | -10.5% |
| 6M | -6.4% | +32.5% | -38.9% | -13.7% |
| YTD | +2.5% | +28.6% | -26.1% | -4.9% |
| 1Y | -0.4% | +48.4% | -48.8% | -11.6% |
| 3Y | +38.5% | +130.8% | -92.3% | +5.7% |
| 5Y | +31.7% | +94.8% | -63.1% | +7.1% |
| All | +31.7% | +92.5% | -60.8% | +7.1% |
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