-14.6%
SNPS vs WCN
+19.6%
-34.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -5.5% | -0.4% | -5.0% | -5.4% |
| 30D | -5.8% | -2.1% | -3.6% | -5.2% |
| 3M | -17.2% | +6.4% | -23.6% | -19.2% |
| 6M | -10.4% | -3.7% | -6.7% | -9.3% |
| YTD | -16.5% | -6.4% | -10.2% | -14.6% |
| 1Y | -35.6% | -7.9% | -27.7% | -33.5% |
| 3Y | -14.6% | +20.8% | -35.4% | -17.7% |
| All | -14.6% | +19.6% | -34.3% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling