+1,483.3%
SNPS vs WCC
+1,713.7%
-230.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -6.3% |
| 7D | -11.0% | +4.5% | -15.5% | -11.9% |
| 30D | -1.7% | -5.8% | +4.1% | -0.5% |
| 3M | -20.4% | -3.7% | -16.7% | -20.1% |
| 6M | -8.6% | +23.1% | -31.7% | -13.7% |
| YTD | -16.2% | +44.2% | -60.3% | -23.7% |
| 1Y | -34.6% | +62.1% | -96.7% | -42.1% |
| 3Y | -14.5% | +121.1% | -135.6% | -31.1% |
| 5Y | +17.0% | +214.0% | -197.0% | -14.1% |
| 10Y | +560.0% | +472.8% | +87.2% | +294.6% |
| All | +1,483.3% | +1,713.7% | -230.5% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling