+438.7%
SN vs WY
-23.3%
+462.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | +7.6% | -0.8% | +8.4% | +7.9% |
| 30D | +24.1% | +10.6% | +13.4% | +17.6% |
| 3M | +23.7% | -16.6% | +40.3% | +35.6% |
| 6M | +105.5% | -8.6% | +114.1% | +113.1% |
| YTD | +105.1% | -8.4% | +113.5% | +110.6% |
| 1Y | +148.3% | -5.1% | +153.4% | +149.2% |
| 3Y | +438.7% | -21.9% | +460.6% | +509.0% |
| All | +438.7% | -23.3% | +462.0% | +509.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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