+2,028.9%
SNPS vs WAT
+10,816.8%
-8,787.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -11.0% | -1.3% | -9.7% | -10.7% |
| 30D | -1.7% | +2.3% | -4.1% | -2.3% |
| 3M | -20.4% | +8.7% | -29.1% | -22.1% |
| 6M | -8.6% | +28.3% | -36.9% | -15.1% |
| YTD | -16.2% | +7.8% | -23.9% | -18.8% |
| 1Y | -34.6% | +36.6% | -71.2% | -40.5% |
| 3Y | -14.5% | +45.7% | -60.1% | -24.9% |
| 5Y | +17.0% | -3.3% | +20.3% | +13.4% |
| 10Y | +560.0% | +162.1% | +397.9% | +397.9% |
| All | +2,028.9% | +10,816.8% | -8,787.9% | +569.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling