+54.9%
WM vs SN
+639.7%
-584.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.2% |
| 7D | +4.5% | +3.8% | +0.7% | +4.4% |
| 30D | +16.1% | +17.5% | -1.5% | +15.8% |
| 3M | +8.0% | +19.2% | -11.2% | +7.7% |
| 6M | +8.4% | +84.9% | -76.5% | +7.5% |
| YTD | +11.2% | +94.0% | -82.8% | +10.1% |
| 1Y | +22.3% | +151.3% | -129.0% | +20.3% |
| 3Y | +50.2% | +387.1% | -336.8% | +45.0% |
| All | +54.9% | +639.7% | -584.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling