+158.9%
SN vs BWA
+17.4%
+141.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.7% |
| 7D | +10.6% | -9.9% | +20.5% | +13.4% |
| 30D | +20.0% | -16.4% | +36.4% | +25.5% |
| 3M | +30.4% | -19.8% | +50.2% | +37.2% |
| 6M | +91.0% | -10.0% | +100.9% | +88.0% |
| YTD | +95.9% | +12.7% | +83.2% | +72.9% |
| 1Y | +158.9% | +15.7% | +143.2% | +125.7% |
| All | +158.9% | +17.4% | +141.5% | +125.7% |
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