+691.2%
SNPS vs WAT
+232.2%
+459.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +1.9% |
| 7D | +0.2% | +6.0% | -5.9% | -2.2% |
| 30D | -8.4% | +9.9% | -18.3% | -11.9% |
| 3M | +12.3% | +17.2% | -4.9% | +4.9% |
| 6M | -9.6% | +34.2% | -43.8% | -20.8% |
| YTD | -0.6% | +25.5% | -26.1% | -11.7% |
| 1Y | +18.7% | +28.3% | -9.6% | +4.2% |
| 3Y | -7.6% | +88.4% | -95.9% | -35.2% |
| 5Y | +34.1% | +36.1% | -2.1% | +8.3% |
| 10Y | +691.2% | +234.8% | +456.4% | +351.7% |
| All | +691.2% | +232.2% | +459.0% | +351.7% |
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