-34.6%
SNPS vs WETO
-98.9%
+64.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -20.8% | +15.4% | -5.3% |
| 7D | -11.0% | -55.4% | +44.4% | -10.6% |
| 30D | -1.7% | -48.5% | +46.7% | -4.4% |
| 3M | -20.4% | -97.5% | +77.1% | -20.9% |
| 6M | -8.6% | -94.2% | +85.6% | -13.5% |
| YTD | -16.2% | -97.0% | +80.9% | -16.3% |
| 1Y | -34.6% | -98.9% | +64.3% | -24.3% |
| All | -34.6% | -98.9% | +64.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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