+301.0%
WM vs SNY
+64.5%
+236.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.5% | -3.3% | +0.8% | -1.8% |
| 30D | -5.7% | -2.2% | -3.5% | -5.2% |
| 3M | -2.4% | -3.0% | +0.6% | -1.8% |
| 6M | -9.0% | +2.7% | -11.7% | -9.7% |
| YTD | -2.0% | -6.8% | +4.8% | -0.7% |
| 1Y | -1.6% | -5.3% | +3.6% | -0.9% |
| 3Y | +41.3% | -9.8% | +51.1% | +41.2% |
| 5Y | +48.9% | +9.7% | +39.2% | +37.4% |
| All | +301.0% | +64.5% | +236.5% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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