+663.1%
SNPS vs CDW
+303.2%
+359.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.7% |
| 7D | -3.7% | +2.1% | -5.8% | -5.1% |
| 30D | -10.4% | +14.7% | -25.1% | -16.9% |
| 3M | +11.0% | +11.1% | -0.2% | +3.8% |
| 6M | -10.7% | +45.6% | -56.3% | -28.4% |
| YTD | -4.1% | +17.1% | -21.2% | -16.5% |
| 1Y | +13.7% | +13.2% | +0.5% | +0.8% |
| 3Y | -8.1% | -22.2% | +14.1% | -3.3% |
| 5Y | +32.2% | -10.1% | +42.3% | +26.9% |
| All | +663.1% | +303.2% | +359.9% | +336.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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