+289.1%
SN vs WTW
+56.5%
+232.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -7.3% | -5.7% | -1.5% | -6.2% |
| 30D | -13.6% | -7.3% | -6.4% | -12.4% |
| 3M | +18.6% | +21.5% | -2.9% | +14.2% |
| 6M | +46.0% | +9.6% | +36.3% | +42.6% |
| YTD | +43.7% | -3.3% | +47.0% | +43.5% |
| 1Y | +39.2% | -6.1% | +45.3% | +40.0% |
| 3Y | +306.5% | +61.8% | +244.6% | +276.3% |
| All | +289.1% | +56.5% | +232.6% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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