+182.3%
WWD vs BNS
+94.7%
+87.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -6.9% | +3.5% | -10.4% | -8.8% |
| 3M | -13.0% | +14.1% | -27.1% | -19.6% |
| 6M | -12.5% | +33.8% | -46.2% | -25.9% |
| YTD | +11.8% | +29.5% | -17.6% | -3.8% |
| 1Y | +41.1% | +48.4% | -7.3% | +12.9% |
| 3Y | +163.1% | +129.6% | +33.5% | +64.8% |
| All | +182.3% | +94.7% | +87.7% | +97.5% |
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 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