+2,890.6%
SNPS vs WAB
+4,103.0%
-1,212.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.8% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | -10.4% | +0.4% | -10.8% | -10.4% |
| 3M | +11.0% | -3.8% | +14.8% | +12.2% |
| 6M | -10.7% | +5.1% | -15.8% | -12.4% |
| YTD | -4.1% | +33.3% | -37.4% | -12.5% |
| 1Y | +13.7% | +39.8% | -26.1% | +2.3% |
| 3Y | -8.1% | +161.1% | -169.1% | -30.2% |
| 5Y | +32.2% | +209.5% | -177.3% | -4.2% |
| 10Y | +681.4% | +293.8% | +387.5% | +395.2% |
| All | +2,890.6% | +4,103.0% | -1,212.4% | +821.6% |
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