+2.0%
SNY vs WSM
+44.0%
-42.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.5% | -1.7% | +3.5% |
| 7D | +12.4% | +8.0% | +4.4% | +10.8% |
| 30D | +20.1% | +13.5% | +6.7% | +17.6% |
| 3M | +11.2% | +8.8% | +2.4% | +9.5% |
| 6M | +9.5% | +54.7% | -45.2% | +3.1% |
| YTD | +3.4% | +53.3% | -49.9% | -3.6% |
| 1Y | +2.0% | +41.1% | -39.1% | -3.8% |
| All | +2.0% | +44.0% | -42.0% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling