+820.7%
WMT vs BNS
+1,486.6%
-665.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -7.4% | +3.5% | -10.9% | -8.2% |
| 3M | -10.9% | +14.1% | -24.9% | -13.5% |
| 6M | -12.7% | +33.8% | -46.5% | -18.3% |
| YTD | -3.2% | +29.5% | -32.7% | -8.9% |
| 1Y | +5.3% | +48.4% | -43.1% | -3.9% |
| 3Y | +101.9% | +129.6% | -27.7% | +66.2% |
| 5Y | +134.6% | +96.1% | +38.5% | +98.3% |
| 10Y | +440.4% | +186.2% | +254.2% | +308.7% |
| All | +820.7% | +1,486.6% | -665.9% | +303.0% |
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