+1,747.9%
SNPS vs WCN
+6,839.3%
-5,091.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | -11.0% | -0.6% | -10.4% | -10.8% |
| 30D | -1.7% | +0.4% | -2.2% | -1.9% |
| 3M | -20.4% | +7.3% | -27.7% | -22.1% |
| 6M | -8.6% | -2.5% | -6.1% | -8.6% |
| YTD | -16.2% | -5.4% | -10.8% | -15.5% |
| 1Y | -34.6% | -8.5% | -26.1% | -33.5% |
| 3Y | -14.5% | +20.8% | -35.3% | -19.4% |
| 5Y | +17.0% | +30.0% | -13.0% | +8.3% |
| 10Y | +560.0% | +238.4% | +321.6% | +393.9% |
| All | +1,747.9% | +6,839.3% | -5,091.4% | +711.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling