+5,997.9%
WPM vs BNS
+621.8%
+5,376.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +3.9% | -1.3% | +5.2% | +4.6% |
| 30D | +17.7% | +4.0% | +13.7% | +15.0% |
| 3M | +39.4% | +13.8% | +25.6% | +29.9% |
| 6M | +6.4% | +32.7% | -26.3% | -8.2% |
| YTD | +34.0% | +27.6% | +6.4% | +18.0% |
| 1Y | +50.5% | +47.4% | +3.1% | +22.9% |
| 3Y | +280.3% | +129.0% | +151.3% | +144.8% |
| 5Y | +266.3% | +92.7% | +173.6% | +154.3% |
| 10Y | +550.8% | +182.1% | +368.7% | +238.5% |
| All | +5,997.9% | +621.8% | +5,376.0% | +1,687.4% |
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 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