+45.9%
SN vs WSM
+14.2%
+31.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -3.4% | +2.6% | -6.0% | -5.0% |
| 30D | -9.1% | -9.3% | +0.2% | -3.4% |
| 3M | +31.8% | +7.1% | +24.7% | +25.8% |
| 6M | +52.0% | +21.7% | +30.3% | +34.0% |
| YTD | +51.3% | +28.7% | +22.6% | +31.4% |
| All | +45.9% | +14.2% | +31.7% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling