+121.3%
WMB vs BNS
+149.7%
-28.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.8% | +0.9% | +6.9% | +7.6% |
| 30D | -5.1% | +2.8% | -7.9% | -5.7% |
| 3M | -4.7% | +3.0% | -7.7% | -5.4% |
| 6M | -7.4% | +23.3% | -30.7% | -12.7% |
| YTD | +17.5% | +29.3% | -11.9% | +8.9% |
| 1Y | +19.5% | +41.7% | -22.2% | +7.6% |
| 3Y | +121.3% | +147.7% | -26.5% | +62.5% |
| All | +121.3% | +149.7% | -28.4% | +62.5% |
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