-52.1%
WU vs BNS
+94.7%
-146.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -2.9% | +3.5% | -6.4% | -4.7% |
| 3M | -2.3% | +14.1% | -16.3% | -8.9% |
| 6M | -25.4% | +33.8% | -59.1% | -36.2% |
| YTD | -21.2% | +29.5% | -50.7% | -31.7% |
| 1Y | -8.9% | +48.4% | -57.3% | -26.9% |
| 3Y | -29.0% | +129.6% | -158.6% | -56.0% |
| All | -52.1% | +94.7% | -146.8% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling