+145.0%
WFC vs BNS
+188.9%
-43.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.4% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | +1.5% | +3.5% | -1.9% | -1.9% |
| 3M | +10.2% | +14.1% | -3.9% | -2.4% |
| 6M | +18.8% | +33.8% | -15.0% | -8.7% |
| YTD | -1.5% | +29.5% | -31.0% | -22.2% |
| 1Y | +13.5% | +48.4% | -34.9% | -20.7% |
| 3Y | +135.0% | +129.6% | +5.4% | +8.4% |
| 5Y | +130.1% | +96.1% | +34.0% | +22.3% |
| All | +145.0% | +188.9% | -43.9% | +0.2% |
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