+319.5%
SN vs WTW
+66.0%
+253.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -9.3% | -2.6% | -6.7% | -8.9% |
| 30D | -4.8% | -1.0% | -3.8% | -4.6% |
| 3M | +40.4% | +29.9% | +10.5% | +33.4% |
| 6M | +50.9% | +10.7% | +40.2% | +47.2% |
| YTD | +54.9% | +2.6% | +52.4% | +53.0% |
| 1Y | +43.0% | +2.8% | +40.3% | +40.9% |
| 3Y | +391.8% | +67.3% | +324.6% | +354.5% |
| All | +319.5% | +66.0% | +253.6% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling