+309.7%
SN vs GWW
+79.3%
+230.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -9.1% | -1.4% | -7.6% | -8.5% |
| 3M | +31.8% | -3.6% | +35.4% | +33.7% |
| 6M | +52.0% | +15.1% | +36.9% | +39.4% |
| YTD | +51.3% | +27.5% | +23.8% | +29.4% |
| 1Y | +46.9% | +29.6% | +17.3% | +24.2% |
| 3Y | +394.9% | +90.1% | +304.9% | +235.1% |
| All | +309.7% | +79.3% | +230.3% | +219.5% |
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