+660.9%
SNPS vs WSM
+1,131.4%
-470.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | -5.2% | +5.1% | -10.2% | -6.6% |
| 3M | +10.6% | +5.1% | +5.4% | +8.8% |
| 6M | -10.6% | +48.6% | -59.2% | -20.1% |
| YTD | -3.1% | +44.2% | -47.3% | -12.8% |
| 1Y | +15.6% | +38.1% | -22.5% | +5.1% |
| 3Y | -12.9% | +257.2% | -270.2% | -39.9% |
| 5Y | +31.2% | +165.1% | -133.9% | -6.6% |
| All | +660.9% | +1,131.4% | -470.4% | +260.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling