+447.8%
SN vs BWA
+15.0%
+432.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.5% | +4.3% | -2.7% | -0.1% |
| 30D | +21.5% | -13.0% | +34.5% | +27.9% |
| 3M | +20.0% | -24.8% | +44.9% | +33.1% |
| 6M | +119.9% | -23.5% | +143.4% | +139.6% |
| YTD | +102.3% | +13.8% | +88.5% | +79.1% |
| 1Y | +148.0% | +13.4% | +134.6% | +119.7% |
| 3Y | +450.0% | +62.8% | +387.2% | +293.2% |
| All | +447.8% | +15.0% | +432.8% | +365.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling