+53.1%
WM vs SN
+647.0%
-593.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.6% |
| 7D | +5.9% | +10.6% | -4.7% | +5.7% |
| 30D | +15.4% | +20.0% | -4.6% | +15.1% |
| 3M | +6.3% | +30.4% | -24.0% | +5.9% |
| 6M | +5.6% | +91.0% | -85.4% | +4.6% |
| YTD | +9.9% | +95.9% | -86.0% | +8.8% |
| 1Y | +20.8% | +158.9% | -138.1% | +18.8% |
| 3Y | +48.5% | +391.8% | -343.3% | +43.3% |
| All | +53.1% | +647.0% | -593.8% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling