+336.1%
WST vs BNS
+188.9%
+147.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -1.7% | +3.5% | -5.2% | -3.0% |
| 3M | +4.9% | +14.1% | -9.2% | 0.0% |
| 6M | +45.5% | +33.8% | +11.8% | +31.2% |
| YTD | +26.1% | +29.5% | -3.3% | +14.8% |
| 1Y | +31.7% | +48.4% | -16.7% | +14.1% |
| 3Y | -12.1% | +129.6% | -141.7% | -35.4% |
| 5Y | -23.6% | +96.1% | -119.7% | -40.9% |
| All | +336.1% | +188.9% | +147.2% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling