+4,369.4%
WWD vs BNS
+1,463.9%
+2,905.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +1.7% |
| 30D | -5.1% | +4.0% | -9.1% | -8.4% |
| 3M | -11.2% | +13.8% | -25.0% | -20.6% |
| 6M | -12.0% | +32.7% | -44.7% | -30.5% |
| YTD | +12.0% | +27.6% | -15.6% | -8.8% |
| 1Y | +42.8% | +47.4% | -4.6% | +3.3% |
| 3Y | +168.9% | +129.0% | +40.0% | +31.5% |
| 5Y | +192.2% | +92.7% | +99.5% | +60.9% |
| 10Y | +495.3% | +182.1% | +313.2% | +142.4% |
| All | +4,369.4% | +1,463.9% | +2,905.5% | +656.4% |
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