-7.4%
WMB vs BNS
+22.1%
-29.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.8% | +0.9% | +6.9% | +7.7% |
| 30D | -5.1% | +2.8% | -7.9% | -4.9% |
| 3M | -4.7% | +3.0% | -7.7% | -4.6% |
| 6M | -7.4% | +23.3% | -30.7% | -12.1% |
| All | -7.4% | +22.1% | -29.5% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling