+323.8%
SN vs BWA
+49.7%
+274.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.8% |
| 7D | +0.1% | +4.3% | -4.2% | -1.7% |
| 30D | -5.6% | -2.9% | -2.7% | -4.7% |
| 3M | +48.1% | -12.4% | +60.5% | +55.7% |
| 6M | +57.6% | +28.6% | +29.1% | +38.0% |
| YTD | +56.5% | +48.2% | +8.3% | +25.8% |
| 1Y | +52.6% | +50.9% | +1.6% | +21.2% |
| 3Y | +412.0% | +72.2% | +339.8% | +257.1% |
| All | +323.8% | +49.7% | +274.1% | +226.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling