+2,507.0%
WMB vs BNS
+1,492.9%
+1,014.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.1% |
| 7D | +0.6% | +1.5% | -1.0% | -0.8% |
| 30D | +3.3% | +6.0% | -2.7% | -2.1% |
| 3M | +3.1% | +16.3% | -13.2% | -10.0% |
| 6M | -0.7% | +28.8% | -29.5% | -20.9% |
| YTD | +25.2% | +30.0% | -4.8% | -1.4% |
| 1Y | +32.9% | +50.7% | -17.8% | -8.0% |
| 3Y | +140.6% | +125.4% | +15.2% | +14.4% |
| 5Y | +273.5% | +94.2% | +179.2% | +96.1% |
| 10Y | +334.2% | +182.8% | +151.4% | +59.6% |
| All | +2,507.0% | +1,492.9% | +1,014.1% | -31.3% |
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