+458.6%
WST vs BNS
+187.6%
+271.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +4.2% | +0.9% | +3.3% | +3.9% |
| 30D | +11.2% | +2.8% | +8.5% | +10.3% |
| 3M | +20.4% | +3.0% | +17.4% | +19.0% |
| 6M | +37.9% | +23.3% | +14.6% | +28.0% |
| YTD | +51.8% | +29.3% | +22.5% | +38.1% |
| 1Y | +56.6% | +41.7% | +14.9% | +38.0% |
| 3Y | +24.2% | +147.7% | -123.5% | -11.1% |
| 5Y | +0.7% | +79.4% | -78.7% | -20.2% |
| All | +458.6% | +187.6% | +271.0% | +307.5% |
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