+309.7%
SN vs WY
-26.2%
+335.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -3.4% | -1.7% | -1.7% | -2.5% |
| 30D | -9.1% | -9.9% | +0.8% | -4.0% |
| 3M | +31.8% | -7.5% | +39.3% | +36.6% |
| 6M | +52.0% | -5.1% | +57.2% | +55.4% |
| YTD | +51.3% | -2.1% | +53.4% | +50.7% |
| 1Y | +46.9% | -7.3% | +54.2% | +50.6% |
| 3Y | +394.9% | -22.6% | +417.6% | +438.8% |
| All | +309.7% | -26.2% | +335.9% | +354.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling