+447.8%
SN vs WWD
+180.0%
+267.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.1% |
| 7D | +1.5% | +4.0% | -2.4% | -0.2% |
| 30D | +21.5% | +0.4% | +21.1% | +20.8% |
| 3M | +20.0% | -7.9% | +28.0% | +23.7% |
| 6M | +119.9% | -10.6% | +130.6% | +126.5% |
| YTD | +102.3% | +9.4% | +92.9% | +86.6% |
| 1Y | +148.0% | +25.7% | +122.2% | +110.9% |
| 3Y | +450.0% | +148.5% | +301.5% | +244.6% |
| All | +447.8% | +180.0% | +267.8% | +239.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling