+5,680.3%
SNPS vs WSM
+44,083.4%
-38,403.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | -5.2% | +5.1% | -10.2% | -6.3% |
| 3M | +10.6% | +5.1% | +5.4% | +9.2% |
| 6M | -10.6% | +48.6% | -59.2% | -18.1% |
| YTD | -3.1% | +44.2% | -47.3% | -10.7% |
| 1Y | +15.6% | +38.1% | -22.5% | +7.3% |
| 3Y | -12.9% | +257.2% | -270.2% | -35.1% |
| 5Y | +31.2% | +165.1% | -133.9% | +1.2% |
| 10Y | +663.4% | +1,123.6% | -460.2% | +307.7% |
| All | +5,680.3% | +44,083.4% | -38,403.1% | +1,302.2% |
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