-14.0%
SNPS vs WCC
+131.2%
-145.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -6.7% |
| 7D | -11.0% | +4.5% | -15.5% | -12.4% |
| 30D | -1.7% | -5.8% | +4.1% | 0.0% |
| 3M | -20.4% | -3.7% | -16.7% | -20.0% |
| 6M | -8.6% | +23.1% | -31.7% | -16.6% |
| YTD | -16.2% | +44.2% | -60.3% | -28.0% |
| 1Y | -34.6% | +62.1% | -96.7% | -46.3% |
| All | -14.0% | +131.2% | -145.2% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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