+398.8%
SN vs WWD
+145.1%
+253.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +1.1% |
| 7D | +7.2% | +4.2% | +3.0% | +4.9% |
| 30D | +20.4% | -2.1% | +22.5% | +21.0% |
| 3M | +23.9% | -13.2% | +37.1% | +31.3% |
| 6M | +93.0% | -16.9% | +109.9% | +106.1% |
| YTD | +99.2% | +5.2% | +94.0% | +86.1% |
| 1Y | +142.6% | +20.6% | +122.0% | +108.4% |
| 3Y | +398.8% | +146.3% | +252.5% | +220.5% |
| All | +398.8% | +145.1% | +253.7% | +220.5% |
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