+43.0%
SN vs BWA
+59.1%
-16.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.9% |
| 7D | -9.3% | +5.7% | -15.0% | -10.9% |
| 30D | -4.8% | +1.4% | -6.2% | -5.4% |
| 3M | +40.4% | -12.1% | +52.5% | +45.9% |
| 6M | +50.9% | +28.6% | +22.4% | +34.4% |
| YTD | +54.9% | +51.1% | +3.9% | +27.8% |
| 1Y | +43.0% | +55.9% | -12.8% | +16.2% |
| All | +43.0% | +59.1% | -16.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling