+684.5%
SNPS vs W
+228.8%
+455.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.8% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | -9.8% | +6.4% | -16.2% | -11.0% |
| 3M | +11.7% | +9.0% | +2.8% | +9.5% |
| 6M | -10.9% | +69.8% | -80.8% | -20.8% |
| YTD | -2.1% | +12.1% | -14.1% | -7.1% |
| 1Y | +14.8% | 0.0% | +14.7% | +10.7% |
| 3Y | -11.3% | +160.3% | -171.7% | -33.5% |
| 5Y | +36.2% | -53.3% | +89.5% | +21.2% |
| 10Y | +684.5% | +217.0% | +467.5% | +379.7% |
| All | +684.5% | +228.8% | +455.7% | +379.7% |
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