+898.3%
SNPS vs W
+176.2%
+722.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -5.8% |
| 7D | -11.0% | -4.2% | -6.8% | -10.4% |
| 30D | -1.7% | -7.6% | +5.8% | -0.6% |
| 3M | -20.4% | +37.2% | -57.5% | -25.3% |
| 6M | -8.6% | +26.3% | -34.9% | -13.7% |
| YTD | -16.2% | -1.0% | -15.2% | -18.1% |
| 1Y | -34.6% | +20.1% | -54.7% | -38.8% |
| 3Y | -14.5% | +37.8% | -52.3% | -26.9% |
| 5Y | +17.0% | -63.7% | +80.6% | +8.6% |
| 10Y | +560.0% | +156.3% | +403.7% | +339.7% |
| All | +898.3% | +176.2% | +722.1% | +555.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling