+455.3%
SN vs WWD
+182.6%
+272.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +0.8% |
| 7D | +7.6% | +4.2% | +3.5% | +5.4% |
| 30D | +24.1% | -0.8% | +24.8% | +24.0% |
| 3M | +23.7% | -8.2% | +31.9% | +27.6% |
| 6M | +105.5% | -9.8% | +115.4% | +110.8% |
| YTD | +105.1% | +10.4% | +94.7% | +88.4% |
| 1Y | +148.3% | +25.5% | +122.8% | +111.7% |
| 3Y | +438.7% | +155.8% | +282.9% | +234.7% |
| All | +455.3% | +182.6% | +272.7% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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