+2.4%
SNPS vs NWSA
+1.3%
+1.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -4.6% | -4.8% | +0.2% | -3.2% |
| 30D | -3.3% | +3.0% | -6.3% | -3.9% |
| 3M | -13.8% | +9.3% | -23.1% | -15.9% |
| 6M | -8.2% | +23.2% | -31.4% | -14.8% |
| YTD | -15.4% | +13.3% | -28.8% | -18.1% |
| 1Y | +2.4% | +2.9% | -0.5% | +9.7% |
| All | +2.4% | +1.3% | +1.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling