+323.8%
SN vs GWW
+80.8%
+243.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +2.4% |
| 7D | +0.1% | -1.5% | +1.7% | +0.8% |
| 30D | -5.6% | +1.1% | -6.7% | -6.3% |
| 3M | +48.1% | -1.0% | +49.1% | +48.1% |
| 6M | +57.6% | +16.3% | +41.3% | +43.7% |
| YTD | +56.5% | +28.5% | +28.0% | +33.3% |
| 1Y | +52.6% | +30.3% | +22.3% | +28.6% |
| 3Y | +412.0% | +91.6% | +320.4% | +245.1% |
| All | +323.8% | +80.8% | +243.0% | +229.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling