-24.3%
WY vs BNS
+130.5%
-154.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | 0.0% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -10.1% | +3.5% | -13.5% | -11.6% |
| 3M | -8.5% | +14.1% | -22.6% | -14.6% |
| 6M | -3.3% | +33.8% | -37.1% | -16.7% |
| YTD | -4.4% | +29.5% | -33.9% | -16.6% |
| 1Y | -11.5% | +48.4% | -59.9% | -28.4% |
| 3Y | -24.3% | +129.6% | -153.9% | -53.8% |
| All | -24.3% | +130.5% | -154.8% | -53.8% |
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