+683.4%
SNPS vs WING
+405.9%
+277.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | -11.0% | -3.9% | -7.2% | -10.2% |
| 30D | -1.7% | -11.6% | +9.8% | +0.6% |
| 3M | -20.4% | -24.2% | +3.8% | -16.4% |
| 6M | -8.6% | -54.1% | +45.4% | +7.3% |
| YTD | -16.2% | -53.9% | +37.7% | -3.0% |
| 1Y | -34.6% | -64.4% | +29.8% | -19.7% |
| 3Y | -14.5% | -30.2% | +15.7% | -16.5% |
| 5Y | +17.0% | -34.1% | +51.1% | +9.5% |
| 10Y | +560.0% | +342.1% | +217.9% | +334.8% |
| All | +683.4% | +405.9% | +277.6% | +399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling