-35.6%
SNPS vs WAT
+32.5%
-68.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | -5.8% | -1.0% | -4.8% | -5.4% |
| 3M | -17.2% | +10.9% | -28.1% | -19.0% |
| 6M | -10.4% | +33.2% | -43.6% | -17.2% |
| YTD | -16.5% | +6.1% | -22.6% | -17.9% |
| 1Y | -35.6% | +30.2% | -65.9% | -50.6% |
| All | -35.6% | +32.5% | -68.1% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling