+16.5%
SNPS vs W
-63.0%
+79.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.2% |
| 6M | -10.4% | +31.2% | -41.6% | -16.5% |
| 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% | -29.1% |
| 5Y | +16.5% | -62.1% | +78.6% | +12.8% |
| All | +16.5% | -63.0% | +79.4% | +12.8% |
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