+449.1%
SN vs WSM
+289.8%
+159.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.5% | -3.0% | +6.5% | +4.7% |
| 30D | +19.4% | +10.1% | +9.4% | +15.0% |
| 3M | +20.9% | +4.9% | +16.0% | +18.5% |
| 6M | +111.1% | +49.8% | +61.3% | +80.8% |
| YTD | +102.8% | +48.7% | +54.1% | +74.5% |
| 1Y | +146.2% | +38.7% | +107.5% | +116.8% |
| 3Y | +441.4% | +269.5% | +171.9% | +370.3% |
| All | +449.1% | +289.8% | +159.3% | +403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling