+319.5%
SN vs WWD
+193.9%
+125.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -9.3% | +1.3% | -10.6% | -9.9% |
| 30D | -4.8% | -7.2% | +2.4% | -1.6% |
| 3M | +40.4% | -3.8% | +44.3% | +40.7% |
| 6M | +50.9% | -9.9% | +60.9% | +56.0% |
| YTD | +54.9% | +14.8% | +40.1% | +40.7% |
| 1Y | +43.0% | +42.1% | +1.0% | +14.9% |
| 3Y | +391.8% | +170.8% | +221.0% | +198.7% |
| All | +319.5% | +193.9% | +125.6% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling