+1,434.7%
WM vs SNY
+253.7%
+1,181.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | -2.4% | +3.4% | -5.8% | -3.4% |
| 3M | +0.4% | -0.3% | +0.7% | +0.4% |
| 6M | -9.5% | +1.0% | -10.5% | -10.0% |
| YTD | +0.5% | -3.6% | +4.1% | +1.2% |
| 1Y | -1.1% | +3.0% | -4.1% | -2.7% |
| 3Y | +46.0% | -4.3% | +50.4% | +43.0% |
| 5Y | +51.8% | +5.2% | +46.7% | +41.4% |
| 10Y | +307.5% | +70.2% | +237.3% | +216.2% |
| All | +1,434.7% | +253.7% | +1,181.0% | +708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling