+556.6%
SNPS vs W
+146.2%
+410.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -5.5% | +6.5% | -12.0% | -6.6% |
| 30D | -5.8% | -6.2% | +0.5% | -4.7% |
| 3M | -17.2% | +48.9% | -66.1% | -24.1% |
| 6M | -10.4% | +31.2% | -41.6% | -16.4% |
| YTD | -16.5% | -0.4% | -16.1% | -18.8% |
| 1Y | -35.6% | +14.8% | -50.5% | -39.7% |
| 3Y | -14.6% | +40.5% | -55.1% | -28.6% |
| 5Y | +16.5% | -62.1% | +78.6% | +7.8% |
| 10Y | +556.6% | +141.5% | +415.0% | +308.6% |
| All | +556.6% | +146.2% | +410.3% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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