+4,901.1%
SNPS vs WSM
+39,332.7%
-34,431.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.8% |
| 7D | -11.0% | -3.3% | -7.8% | -10.4% |
| 30D | -1.7% | -8.4% | +6.6% | 0.0% |
| 3M | -20.4% | +9.7% | -30.0% | -22.1% |
| 6M | -8.6% | +16.7% | -25.3% | -11.9% |
| YTD | -16.2% | +28.7% | -44.8% | -20.8% |
| 1Y | -34.6% | +13.7% | -48.2% | -36.7% |
| 3Y | -14.5% | +230.1% | -244.6% | -35.2% |
| 5Y | +17.0% | +179.0% | -162.0% | -10.5% |
| 10Y | +560.0% | +1,002.5% | -442.5% | +260.5% |
| All | +4,901.1% | +39,332.7% | -34,431.6% | +1,144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling