+439.5%
SN vs BWA
+10.3%
+429.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.6% |
| 7D | +7.2% | -5.5% | +12.6% | +9.4% |
| 30D | +20.4% | -21.7% | +42.1% | +32.1% |
| 3M | +23.9% | -25.6% | +49.5% | +37.8% |
| 6M | +93.0% | -17.4% | +110.5% | +101.6% |
| YTD | +99.2% | +9.2% | +90.1% | +79.3% |
| 1Y | +142.6% | +9.7% | +132.9% | +117.6% |
| 3Y | +398.8% | +54.6% | +344.2% | +263.4% |
| All | +439.5% | +10.3% | +429.2% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling