+3.0%
SNY vs WSM
+19.9%
-16.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -1.3% | -3.3% | +2.0% | -0.8% |
| 30D | +3.4% | -8.4% | +11.8% | +4.7% |
| 3M | -0.3% | +9.7% | -10.0% | -1.7% |
| 6M | +1.0% | +16.7% | -15.7% | -1.6% |
| YTD | -3.6% | +28.7% | -32.3% | -7.7% |
| 1Y | +3.0% | +13.7% | -10.6% | +0.3% |
| All | +3.0% | +19.9% | -16.9% | +0.3% |
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