+295.4%
WMB vs BNS
+187.0%
+108.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.6% |
| 7D | -1.7% | -2.2% | +0.5% | -0.2% |
| 30D | +0.7% | +4.5% | -3.8% | -2.7% |
| 3M | +1.5% | +14.9% | -13.4% | -8.6% |
| 6M | +0.1% | +32.5% | -32.4% | -18.9% |
| YTD | +22.9% | +28.6% | -5.7% | +1.5% |
| 1Y | +27.9% | +48.4% | -20.5% | -5.1% |
| 3Y | +139.1% | +130.8% | +8.3% | +24.3% |
| 5Y | +270.9% | +94.8% | +176.1% | +114.6% |
| All | +295.4% | +187.0% | +108.4% | +63.4% |
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