+447.8%
SN vs GWW
+109.2%
+338.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.3% |
| 7D | +1.5% | +3.6% | -2.0% | -0.4% |
| 30D | +21.5% | +12.1% | +9.4% | +14.3% |
| 3M | +20.0% | +12.9% | +7.1% | +12.3% |
| 6M | +119.9% | +19.3% | +100.6% | +98.8% |
| YTD | +102.3% | +48.7% | +53.6% | +59.3% |
| 1Y | +148.0% | +60.5% | +87.5% | +86.6% |
| 3Y | +450.0% | +93.3% | +356.7% | +276.7% |
| All | +447.8% | +109.2% | +338.6% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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