+31.7%
SNPS vs W
-55.8%
+87.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -5.2% | +6.8% | -12.0% | -6.5% |
| 3M | +10.6% | +10.7% | -0.1% | +8.0% |
| 6M | -10.6% | +86.3% | -97.0% | -21.9% |
| YTD | -3.1% | +11.5% | -14.6% | -8.0% |
| 1Y | +15.6% | +5.1% | +10.5% | +10.5% |
| 3Y | -12.9% | +171.0% | -183.9% | -35.8% |
| All | +31.7% | -55.8% | +87.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling