+51.7%
WM vs SN
+659.6%
-607.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.1% |
| 7D | +1.2% | +7.2% | -6.0% | +1.1% |
| 30D | +13.1% | +20.4% | -7.3% | +12.7% |
| 3M | +3.6% | +23.9% | -20.3% | +3.2% |
| 6M | +8.1% | +93.0% | -85.0% | +7.1% |
| YTD | +8.9% | +99.2% | -90.3% | +7.8% |
| 1Y | +20.3% | +142.6% | -122.3% | +18.5% |
| 3Y | +46.2% | +398.8% | -352.6% | +41.0% |
| All | +51.7% | +659.6% | -607.9% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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