+412.0%
SN vs WSM
+239.4%
+172.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.1% | +2.6% | -2.5% | -1.0% |
| 30D | -5.6% | -9.5% | +3.9% | -1.5% |
| 3M | +48.1% | +12.9% | +35.2% | +40.7% |
| 6M | +57.6% | +23.0% | +34.6% | +44.9% |
| YTD | +56.5% | +28.9% | +27.6% | +41.1% |
| 1Y | +52.6% | +13.7% | +38.9% | +43.6% |
| 3Y | +412.0% | +232.6% | +179.4% | +313.5% |
| All | +412.0% | +239.4% | +172.6% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling