+1,690.1%
WEC vs BNS
+1,476.3%
+213.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.8% | +1.8% | -1.0% | +0.3% |
| 30D | +0.3% | +4.5% | -4.2% | -0.9% |
| 3M | -2.9% | +15.8% | -18.7% | -6.7% |
| 6M | -5.9% | +31.5% | -37.4% | -12.6% |
| YTD | +4.1% | +28.6% | -24.5% | -2.8% |
| 1Y | +3.1% | +48.2% | -45.1% | -7.3% |
| 3Y | +40.8% | +130.8% | -90.0% | +12.2% |
| 5Y | +31.7% | +94.9% | -63.2% | +8.7% |
| 10Y | +141.1% | +179.6% | -38.5% | +75.7% |
| All | +1,690.1% | +1,476.3% | +213.8% | +716.0% |
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