+250.3%
SNY vs WSM
+2,183.0%
-1,932.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | -2.2% | -7.7% | +5.6% | -0.9% |
| 3M | -3.0% | +3.8% | -6.8% | -3.8% |
| 6M | +2.7% | +22.7% | -19.9% | -1.1% |
| YTD | -6.8% | +28.0% | -34.9% | -11.2% |
| 1Y | -5.3% | +12.7% | -18.0% | -7.9% |
| 3Y | -9.8% | +231.3% | -241.1% | -30.5% |
| 5Y | +9.7% | +177.2% | -167.5% | -16.1% |
| 10Y | +64.5% | +1,065.8% | -1,001.3% | -15.4% |
| All | +250.3% | +2,183.0% | -1,932.7% | +19.1% |
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