+440.4%
SN vs WSM
+271.0%
+169.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +7.6% | +3.1% | +4.5% | +6.0% |
| 30D | +22.4% | +8.5% | +13.9% | +17.9% |
| 3M | +21.7% | +4.6% | +17.1% | +19.0% |
| 6M | +102.8% | +44.5% | +58.3% | +71.8% |
| YTD | +102.4% | +48.4% | +54.0% | +69.7% |
| 1Y | +139.0% | +36.2% | +102.8% | +107.3% |
| 3Y | +440.4% | +268.8% | +171.6% | +234.5% |
| All | +440.4% | +271.0% | +169.4% | +234.5% |
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