+455.3%
SN vs GWW
+103.4%
+352.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.6% |
| 7D | +7.6% | +5.3% | +2.4% | +4.7% |
| 30D | +24.1% | +12.4% | +11.6% | +16.6% |
| 3M | +23.7% | +13.7% | +10.0% | +15.4% |
| 6M | +105.5% | +18.0% | +87.5% | +86.9% |
| YTD | +105.1% | +44.6% | +60.5% | +64.0% |
| 1Y | +148.3% | +53.1% | +95.2% | +91.9% |
| 3Y | +438.7% | +90.2% | +348.4% | +272.3% |
| All | +455.3% | +103.4% | +352.0% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling