-8.1%
SNPS vs WAB
+157.8%
-165.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.2% |
| 7D | -3.7% | +1.4% | -5.1% | -4.5% |
| 30D | -10.4% | +0.4% | -10.8% | -10.5% |
| 3M | +11.0% | -3.8% | +14.8% | +13.4% |
| 6M | -10.7% | +5.1% | -15.8% | -14.5% |
| YTD | -4.1% | +33.3% | -37.4% | -24.4% |
| 1Y | +13.7% | +39.8% | -26.1% | -13.6% |
| 3Y | -8.1% | +161.1% | -169.1% | -51.4% |
| All | -8.1% | +157.8% | -165.8% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling