+660.9%
SNPS vs WAB
+266.7%
+394.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +1.1% | +5.1% | -4.0% | -0.8% |
| 30D | -5.2% | +4.0% | -9.2% | -6.4% |
| 3M | +10.6% | +0.1% | +10.5% | +10.5% |
| 6M | -10.6% | +12.8% | -23.4% | -15.1% |
| YTD | -3.1% | +40.1% | -43.2% | -15.7% |
| 1Y | +15.6% | +46.4% | -30.8% | -1.1% |
| 3Y | -12.9% | +167.4% | -180.3% | -38.8% |
| 5Y | +31.2% | +215.0% | -183.9% | -12.9% |
| All | +660.9% | +266.7% | +394.3% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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