+450.0%
SN vs WWD
+148.2%
+301.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.1% |
| 7D | +1.5% | +4.0% | -2.4% | -0.3% |
| 30D | +21.5% | +0.4% | +21.1% | +20.8% |
| 3M | +20.0% | -7.9% | +28.0% | +23.8% |
| 6M | +119.9% | -10.6% | +130.6% | +126.6% |
| YTD | +102.3% | +9.4% | +92.9% | +85.5% |
| 1Y | +148.0% | +25.7% | +122.2% | +108.5% |
| 3Y | +450.0% | +148.5% | +301.5% | +235.6% |
| All | +450.0% | +148.2% | +301.8% | +235.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling