+574.2%
SNPS vs WAB
+282.7%
+291.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -4.5% | -4.6% | +0.1% | -2.9% |
| 3M | -15.5% | +5.6% | -21.1% | -17.7% |
| 6M | -10.1% | +13.8% | -23.9% | -15.2% |
| YTD | -16.3% | +31.9% | -48.1% | -25.5% |
| 1Y | -34.9% | +48.3% | -83.2% | -44.4% |
| 3Y | -14.4% | +167.1% | -181.5% | -39.6% |
| 5Y | +17.9% | +222.9% | -205.0% | -21.5% |
| 10Y | +574.2% | +289.9% | +284.3% | +281.6% |
| All | +574.2% | +282.7% | +291.6% | +281.6% |
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