-13.5%
SNPS vs WETO
-99.4%
+85.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.4% | +0.3% |
| 7D | -5.5% | -38.7% | +33.2% | -5.3% |
| 30D | -4.5% | -51.3% | +46.8% | -6.3% |
| 3M | -15.5% | -97.8% | +82.3% | -17.7% |
| 6M | -10.1% | -94.8% | +84.7% | -12.2% |
| YTD | -16.3% | -97.2% | +80.9% | -18.9% |
| 1Y | -34.9% | -98.9% | +64.0% | -38.3% |
| All | -13.5% | -99.4% | +85.9% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling