-10.7%
SNPS vs WING
+9.0%
-19.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.2% |
| 7D | -3.7% | +9.0% | -12.7% | -3.2% |
| 30D | -10.4% | +39.9% | -50.3% | -8.8% |
| 3M | +11.0% | +40.4% | -29.5% | +13.3% |
| 6M | -10.7% | +12.9% | -23.6% | -11.5% |
| All | -10.7% | +9.0% | -19.7% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling