+61.9%
SNY vs WSM
+1,071.8%
-1,009.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -2.2% | -7.7% | +5.6% | -1.5% |
| 3M | -3.0% | +3.8% | -6.8% | -3.4% |
| 6M | +2.7% | +22.7% | -19.9% | +0.8% |
| YTD | -6.8% | +28.0% | -34.9% | -9.0% |
| 1Y | -5.3% | +12.7% | -18.0% | -6.6% |
| 3Y | -9.8% | +231.3% | -241.1% | -20.9% |
| 5Y | +9.7% | +177.2% | -167.5% | -4.0% |
| All | +61.9% | +1,071.8% | -1,009.9% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling