+14.8%
SNPS vs WAB
+47.8%
-33.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.0% |
| 7D | -0.6% | +4.0% | -4.6% | -1.6% |
| 30D | -9.8% | +6.3% | -16.1% | -11.1% |
| 3M | +11.7% | +3.3% | +8.4% | +10.4% |
| 6M | -10.9% | +14.5% | -25.4% | -13.5% |
| YTD | -2.1% | +42.7% | -44.8% | -15.9% |
| 1Y | +14.8% | +45.2% | -30.4% | -1.7% |
| All | +14.8% | +47.8% | -33.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling