+306.5%
SN vs BWA
+70.7%
+235.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | -7.3% | -1.3% | -5.9% | -6.8% |
| 30D | -13.6% | -2.9% | -10.7% | -12.8% |
| 3M | +18.6% | -10.7% | +29.3% | +23.7% |
| 6M | +46.0% | +26.5% | +19.5% | +29.2% |
| YTD | +43.7% | +49.1% | -5.4% | +16.0% |
| 1Y | +39.2% | +52.1% | -12.9% | +11.0% |
| 3Y | +306.5% | +72.6% | +233.9% | +176.0% |
| All | +306.5% | +70.7% | +235.8% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling