+2.4%
SNPS vs WCN
-9.4%
+11.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.9% |
| 7D | -4.6% | -4.4% | -0.2% | -4.8% |
| 30D | -3.3% | -4.4% | +1.1% | -3.6% |
| 3M | -13.8% | +0.5% | -14.2% | -13.8% |
| 6M | -8.2% | -3.3% | -4.9% | -7.3% |
| YTD | -15.4% | -8.5% | -7.0% | -14.8% |
| 1Y | +2.4% | -8.9% | +11.4% | +12.2% |
| All | +2.4% | -9.4% | +11.9% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling