+49.8%
WM vs SNY
+9.1%
+40.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | -5.3% | -1.9% | -3.4% | -5.1% |
| 3M | -4.2% | -2.0% | -2.3% | -4.0% |
| 6M | -8.1% | +2.5% | -10.6% | -8.4% |
| YTD | -1.4% | -7.0% | +5.5% | -0.7% |
| 1Y | +0.2% | -4.4% | +4.6% | +0.6% |
| 3Y | +43.1% | -8.4% | +51.5% | +43.1% |
| 5Y | +49.8% | +9.5% | +40.3% | +44.4% |
| All | +49.8% | +9.1% | +40.7% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling