-28.3%
WING vs BNS
+130.5%
-158.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.7% |
| 7D | +7.2% | -0.4% | +7.6% | +7.4% |
| 30D | +4.8% | +3.5% | +1.3% | +3.1% |
| 3M | -23.7% | +14.1% | -37.7% | -28.6% |
| 6M | -43.6% | +33.8% | -77.3% | -51.3% |
| YTD | -50.6% | +29.5% | -80.0% | -56.5% |
| 1Y | -57.0% | +48.4% | -105.4% | -64.6% |
| 3Y | -28.3% | +129.6% | -157.9% | -51.1% |
| All | -28.3% | +130.5% | -158.8% | -51.1% |
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 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