+17.9%
SNPS vs WSM
+182.5%
-164.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.5% | +2.6% | -8.1% | -6.2% |
| 30D | -4.5% | -9.3% | +4.8% | -1.7% |
| 3M | -15.5% | +7.1% | -22.6% | -17.6% |
| 6M | -10.1% | +21.7% | -31.8% | -15.9% |
| YTD | -16.3% | +28.7% | -45.0% | -23.1% |
| 1Y | -34.9% | +13.9% | -48.8% | -38.2% |
| 3Y | -14.4% | +232.2% | -246.5% | -44.5% |
| 5Y | +17.9% | +176.4% | -158.5% | -22.7% |
| All | +17.9% | +182.5% | -164.6% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling