+2,514.7%
SNPS vs WAB
+4,092.2%
-1,577.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | -11.0% | -3.2% | -7.8% | -10.2% |
| 30D | -1.7% | -4.4% | +2.7% | -0.5% |
| 3M | -20.4% | +7.9% | -28.2% | -22.5% |
| 6M | -8.6% | +8.7% | -17.3% | -11.5% |
| YTD | -16.2% | +33.0% | -49.1% | -23.5% |
| 1Y | -34.6% | +46.7% | -81.2% | -41.9% |
| 3Y | -14.5% | +153.0% | -167.5% | -34.6% |
| 5Y | +17.0% | +222.3% | -205.3% | -16.2% |
| 10Y | +560.0% | +291.0% | +269.0% | +318.6% |
| All | +2,514.7% | +4,092.2% | -1,577.5% | +705.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling