+828.9%
SNPS vs WING
+719.8%
+109.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +1.8% |
| 7D | +0.2% | +8.6% | -8.4% | -1.7% |
| 30D | -8.4% | +44.8% | -53.2% | -16.3% |
| 3M | +12.3% | +51.9% | -39.7% | +0.6% |
| 6M | -9.6% | +37.2% | -46.8% | -18.4% |
| YTD | -0.6% | -25.3% | +24.7% | +2.0% |
| 1Y | +18.7% | -25.1% | +43.8% | +21.2% |
| 3Y | -7.6% | -12.9% | +5.4% | -13.8% |
| 5Y | +34.1% | +12.0% | +22.1% | +10.5% |
| 10Y | +691.2% | +716.5% | -25.3% | +355.5% |
| All | +828.9% | +719.8% | +109.1% | +425.5% |
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