+660.9%
SNPS vs WCN
+322.1%
+338.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | +2.6% | -1.5% | -0.3% |
| 30D | -5.2% | +23.9% | -29.1% | -16.3% |
| 3M | +10.6% | +17.4% | -6.9% | +0.2% |
| 6M | -10.6% | +28.0% | -38.6% | -23.7% |
| YTD | -3.1% | +11.6% | -14.6% | -11.0% |
| 1Y | +15.6% | +16.9% | -1.3% | +2.7% |
| 3Y | -12.9% | +51.6% | -64.5% | -35.6% |
| 5Y | +31.2% | +48.0% | -16.8% | -3.1% |
| All | +660.9% | +322.1% | +338.9% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling