+684.5%
SNPS vs WING
+675.9%
+8.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.5% |
| 7D | -0.6% | +5.0% | -5.6% | -1.8% |
| 30D | -9.8% | +38.7% | -48.5% | -17.1% |
| 3M | +11.7% | +44.7% | -33.0% | +0.8% |
| 6M | -10.9% | +31.5% | -42.4% | -19.3% |
| YTD | -2.1% | -28.4% | +26.3% | +1.7% |
| 1Y | +14.8% | -28.2% | +42.9% | +18.5% |
| 3Y | -11.3% | -18.4% | +7.1% | -16.7% |
| 5Y | +36.2% | +5.2% | +31.0% | +11.6% |
| 10Y | +684.5% | +699.8% | -15.3% | +350.3% |
| All | +684.5% | +675.9% | +8.6% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling