+587.5%
WFC vs BNS
+1,476.3%
-888.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.3% |
| 7D | +1.1% | +1.8% | -0.8% | -0.5% |
| 30D | +0.8% | +4.5% | -3.7% | -3.5% |
| 3M | +9.3% | +15.8% | -6.5% | -4.7% |
| 6M | +10.6% | +31.5% | -20.8% | -13.9% |
| YTD | -4.1% | +28.6% | -32.7% | -23.9% |
| 1Y | +13.6% | +48.2% | -34.6% | -20.8% |
| 3Y | +130.7% | +130.8% | -0.1% | +6.1% |
| 5Y | +126.7% | +94.9% | +31.8% | +20.5% |
| 10Y | +132.1% | +179.6% | -47.4% | -10.3% |
| All | +587.5% | +1,476.3% | -888.8% | -13.7% |
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