+11.2%
SNPS vs WSM
+44.0%
-32.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.4% | -1.6% |
| 7D | -3.9% | +8.0% | -11.9% | -5.8% |
| 30D | -5.2% | +13.5% | -18.7% | -8.6% |
| 3M | +14.6% | +8.8% | +5.8% | +11.7% |
| 6M | -6.9% | +54.7% | -61.6% | -19.9% |
| YTD | -1.4% | +53.3% | -54.7% | -13.1% |
| 1Y | +11.2% | +41.1% | -29.9% | -0.9% |
| All | +11.2% | +44.0% | -32.8% | -0.9% |
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