+775.9%
SNPS vs WING
+667.7%
+108.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | -10.2% | +14.0% | -24.2% | -12.9% |
| 30D | -12.8% | +47.7% | -60.5% | -20.7% |
| 3M | +9.9% | +34.2% | -24.3% | +1.3% |
| 6M | -12.4% | +13.6% | -25.9% | -17.3% |
| YTD | -6.3% | -30.0% | +23.8% | -2.3% |
| 1Y | +7.6% | -33.9% | +41.6% | +13.3% |
| 3Y | -9.8% | -18.7% | +8.9% | -14.5% |
| 5Y | +29.2% | +5.5% | +23.7% | +7.9% |
| 10Y | +663.8% | +696.2% | -32.4% | +344.2% |
| All | +775.9% | +667.7% | +108.2% | +403.1% |
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