+309.7%
SN vs WSM
+237.4%
+72.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -3.4% | +2.6% | -6.0% | -4.4% |
| 30D | -9.1% | -9.3% | +0.2% | -5.5% |
| 3M | +31.8% | +7.1% | +24.7% | +28.3% |
| 6M | +52.0% | +21.7% | +30.3% | +41.4% |
| YTD | +51.3% | +28.7% | +22.6% | +37.9% |
| 1Y | +46.9% | +13.9% | +33.0% | +39.0% |
| 3Y | +394.9% | +232.2% | +162.8% | +367.8% |
| All | +309.7% | +237.4% | +72.3% | +298.2% |
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