-12.9%
SNPS vs WAT
+82.3%
-95.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -5.2% | +5.4% | -10.6% | -6.5% |
| 3M | +10.6% | +11.3% | -0.8% | +7.1% |
| 6M | -10.6% | +37.4% | -48.0% | -19.0% |
| YTD | -3.1% | +21.2% | -24.3% | -9.5% |
| 1Y | +15.6% | +21.3% | -5.8% | +7.7% |
| 3Y | -12.9% | +83.4% | -96.3% | -23.8% |
| All | -12.9% | +82.3% | -95.3% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling