+1,311.5%
WM vs BNS
+1,492.9%
-181.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | -0.3% | +1.5% | -1.9% | -0.9% |
| 30D | -2.4% | +6.0% | -8.3% | -4.7% |
| 3M | +0.4% | +16.3% | -15.9% | -5.5% |
| 6M | -9.5% | +28.8% | -38.2% | -18.3% |
| YTD | +0.5% | +30.0% | -29.5% | -9.8% |
| 1Y | -1.1% | +50.7% | -51.8% | -16.2% |
| 3Y | +46.0% | +125.4% | -79.4% | +4.6% |
| 5Y | +51.8% | +94.2% | -42.4% | +13.6% |
| 10Y | +307.5% | +182.8% | +124.7% | +153.7% |
| All | +1,311.5% | +1,492.9% | -181.4% | +274.3% |
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