-14.4%
WST vs BNS
+127.2%
-141.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -4.3% | +4.0% | -8.3% | -5.3% |
| 3M | +0.7% | +13.8% | -13.0% | -2.8% |
| 6M | +36.0% | +32.7% | +3.3% | +25.3% |
| YTD | +22.7% | +27.6% | -4.9% | +14.1% |
| 1Y | +34.1% | +47.4% | -13.3% | +18.8% |
| All | -14.4% | +127.2% | -141.6% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling