+17.1%
SNPS vs WAT
-3.2%
+20.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -11.0% | -1.3% | -9.7% | -10.5% |
| 30D | -1.7% | +2.3% | -4.1% | -2.5% |
| 3M | -20.4% | +8.7% | -29.1% | -22.9% |
| 6M | -8.6% | +28.3% | -36.9% | -18.2% |
| YTD | -16.2% | +7.8% | -23.9% | -20.0% |
| 1Y | -34.6% | +36.6% | -71.2% | -43.9% |
| 3Y | -14.5% | +45.7% | -60.1% | -32.6% |
| All | +17.1% | -3.2% | +20.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling