+302.9%
WM vs BNS
+177.9%
+125.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | -0.9% | +1.8% | -2.7% | -1.5% |
| 30D | -4.3% | +4.5% | -8.8% | -5.9% |
| 3M | +0.8% | +15.8% | -15.0% | -4.4% |
| 6M | -10.8% | +31.5% | -42.2% | -19.2% |
| YTD | -0.1% | +28.6% | -28.7% | -9.0% |
| 1Y | +1.0% | +48.2% | -47.2% | -12.7% |
| 3Y | +45.1% | +130.8% | -85.7% | +4.9% |
| 5Y | +52.1% | +94.9% | -42.8% | +15.9% |
| 10Y | +302.9% | +179.6% | +123.4% | +154.7% |
| All | +302.9% | +177.9% | +125.0% | +154.7% |
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 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