-36.2%
WING vs BNS
+92.5%
-128.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.5% |
| 7D | +0.2% | -2.2% | +2.4% | +1.4% |
| 30D | -0.5% | +4.5% | -4.9% | -3.0% |
| 3M | -23.9% | +14.9% | -38.8% | -29.9% |
| 6M | -48.9% | +32.5% | -81.4% | -56.6% |
| YTD | -53.3% | +28.6% | -82.0% | -59.7% |
| 1Y | -60.3% | +48.4% | -108.7% | -68.5% |
| 3Y | -30.1% | +130.8% | -160.9% | -57.4% |
| 5Y | -36.2% | +94.8% | -131.0% | -55.7% |
| All | -36.2% | +92.5% | -128.7% | -55.7% |
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 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