-24.5%
WU vs BNS
+427.7%
-452.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -4.9% | -1.3% | -3.6% | -4.3% |
| 30D | -1.3% | +4.0% | -5.3% | -3.6% |
| 3M | -3.6% | +13.8% | -17.4% | -10.6% |
| 6M | -24.3% | +32.7% | -57.0% | -35.7% |
| YTD | -21.1% | +27.6% | -48.7% | -31.7% |
| 1Y | -10.3% | +47.4% | -57.7% | -28.4% |
| 3Y | -28.4% | +129.0% | -157.3% | -55.6% |
| 5Y | -51.2% | +92.7% | -143.9% | -67.0% |
| 10Y | -39.6% | +182.1% | -221.7% | -68.2% |
| All | -24.5% | +427.7% | -452.2% | -75.4% |
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