+448.1%
SN vs WSM
+289.0%
+159.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +7.6% | +3.1% | +4.5% | +6.2% |
| 30D | +22.4% | +8.5% | +13.9% | +18.5% |
| 3M | +21.7% | +4.6% | +17.1% | +19.4% |
| 6M | +102.8% | +44.5% | +58.3% | +76.0% |
| YTD | +102.4% | +48.4% | +54.0% | +74.3% |
| 1Y | +139.0% | +36.2% | +102.8% | +111.7% |
| 3Y | +440.4% | +268.8% | +171.6% | +369.8% |
| All | +448.1% | +289.0% | +159.1% | +403.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling