+319.5%
SN vs GWW
+85.7%
+233.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -9.3% | +1.4% | -10.7% | -10.0% |
| 30D | -4.8% | +3.3% | -8.1% | -6.5% |
| 3M | +40.4% | +2.9% | +37.5% | +37.6% |
| 6M | +50.9% | +15.8% | +35.2% | +38.1% |
| YTD | +54.9% | +32.0% | +22.9% | +30.1% |
| 1Y | +43.0% | +29.9% | +13.1% | +21.1% |
| 3Y | +391.8% | +91.1% | +300.8% | +243.7% |
| All | +319.5% | +85.7% | +233.8% | +221.3% |
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 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