+574.2%
SNPS vs WAT
+156.2%
+418.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -5.5% | -1.8% | -3.7% | -4.7% |
| 30D | -4.5% | -1.7% | -2.8% | -3.7% |
| 3M | -15.5% | +9.1% | -24.6% | -18.5% |
| 6M | -10.1% | +32.4% | -42.5% | -21.1% |
| YTD | -16.3% | +6.6% | -22.9% | -20.1% |
| 1Y | -34.9% | +34.7% | -69.6% | -44.1% |
| 3Y | -14.4% | +53.6% | -67.9% | -34.2% |
| 5Y | +17.9% | -4.1% | +22.0% | +11.2% |
| 10Y | +574.2% | +167.9% | +406.4% | +306.3% |
| All | +574.2% | +156.2% | +418.0% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling