+16.5%
SNPS vs WEC
+34.9%
-18.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.4% |
| 7D | -5.5% | +0.8% | -6.3% | -5.5% |
| 30D | -5.8% | +0.3% | -6.1% | -5.8% |
| 3M | -17.2% | -2.9% | -14.3% | -17.3% |
| 6M | -10.4% | -5.9% | -4.5% | -10.4% |
| YTD | -16.5% | +4.1% | -20.7% | -16.9% |
| 1Y | -35.6% | +3.1% | -38.8% | -36.1% |
| 3Y | -14.6% | +40.8% | -55.4% | -18.9% |
| 5Y | +16.5% | +31.7% | -15.2% | +7.9% |
| All | +16.5% | +34.9% | -18.4% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling