+319.5%
SN vs WSM
+237.2%
+82.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.9% |
| 7D | -9.3% | -3.3% | -6.1% | -8.1% |
| 30D | -4.8% | -8.4% | +3.6% | -1.5% |
| 3M | +40.4% | +9.7% | +30.8% | +35.6% |
| 6M | +50.9% | +16.7% | +34.3% | +42.5% |
| YTD | +54.9% | +28.7% | +26.3% | +41.3% |
| 1Y | +43.0% | +13.7% | +29.4% | +35.4% |
| 3Y | +391.8% | +230.1% | +161.7% | +363.7% |
| All | +319.5% | +237.2% | +82.3% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling