+2,968.0%
SNPS vs WAB
+4,408.2%
-1,440.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.2% | +3.1% | -3.3% | -1.0% |
| 30D | -8.0% | +6.4% | -14.5% | -9.6% |
| 3M | +12.5% | +2.2% | +10.3% | +11.8% |
| 6M | -10.5% | +13.7% | -24.2% | -14.1% |
| YTD | -1.6% | +43.0% | -44.6% | -12.1% |
| 1Y | +16.8% | +47.0% | -30.2% | +3.6% |
| 3Y | -10.9% | +174.4% | -185.3% | -33.3% |
| 5Y | +35.8% | +222.2% | -186.4% | -2.8% |
| 10Y | +675.0% | +276.9% | +398.1% | +396.2% |
| All | +2,968.0% | +4,408.2% | -1,440.2% | +826.4% |
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 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