+572.1%
SNPS vs WSM
+1,058.9%
-486.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | -3.3% | -10.7% | +7.4% | -0.5% |
| 3M | -13.8% | +8.5% | -22.2% | -15.9% |
| 6M | -8.2% | +19.6% | -27.8% | -12.9% |
| YTD | -15.4% | +26.6% | -42.0% | -21.1% |
| 1Y | +2.4% | +12.0% | -9.5% | -1.5% |
| 3Y | -13.5% | +226.6% | -240.1% | -38.9% |
| 5Y | +19.5% | +174.1% | -154.7% | -15.0% |
| All | +572.1% | +1,058.9% | -486.7% | +232.9% |
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 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