-12.9%
SNPS vs WEC
+64.2%
-77.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.3% |
| 7D | +1.1% | +2.3% | -1.3% | +2.0% |
| 30D | -5.2% | +11.1% | -16.2% | -1.0% |
| 3M | +10.6% | +8.4% | +2.1% | +14.3% |
| 6M | -10.6% | +7.5% | -18.1% | -7.7% |
| YTD | -3.1% | +15.3% | -18.4% | +2.8% |
| 1Y | +15.6% | +9.7% | +5.8% | +20.7% |
| 3Y | -12.9% | +64.7% | -77.6% | +6.5% |
| All | -12.9% | +64.2% | -77.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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