+16.5%
SNPS vs WAB
+231.1%
-214.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.8% |
| 7D | -5.5% | +1.7% | -7.2% | -6.5% |
| 30D | -5.8% | -2.4% | -3.3% | -4.5% |
| 3M | -17.2% | +9.7% | -26.9% | -22.9% |
| 6M | -10.4% | +16.5% | -26.9% | -20.6% |
| YTD | -16.5% | +33.7% | -50.3% | -33.2% |
| 1Y | -35.6% | +49.7% | -85.3% | -52.2% |
| 3Y | -14.6% | +170.9% | -185.5% | -57.1% |
| 5Y | +16.5% | +228.0% | -211.6% | -50.0% |
| All | +16.5% | +231.1% | -214.6% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling