-34.6%
SNPS vs WSM
+19.9%
-54.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -6.0% |
| 7D | -11.0% | -3.3% | -7.8% | -10.2% |
| 30D | -1.7% | -8.4% | +6.6% | +0.7% |
| 3M | -20.4% | +9.7% | -30.0% | -23.0% |
| 6M | -8.6% | +16.7% | -25.3% | -14.2% |
| YTD | -16.2% | +28.7% | -44.8% | -23.4% |
| 1Y | -34.6% | +13.7% | -48.2% | -38.4% |
| All | -34.6% | +19.9% | -54.4% | -38.4% |
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