+43.3%
WM vs SNY
-9.4%
+52.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.2% | -3.6% | +2.5% | -0.8% |
| 30D | -4.5% | -1.4% | -3.0% | -4.3% |
| 3M | -2.2% | -4.2% | +2.0% | -1.8% |
| 6M | -11.5% | +2.0% | -13.4% | -11.6% |
| YTD | -0.7% | -6.7% | +6.0% | -0.1% |
| 1Y | +0.3% | -4.7% | +5.0% | +0.7% |
| All | +43.3% | -9.4% | +52.7% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling