+663.1%
SNPS vs WM
+339.4%
+323.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +3.2% |
| 7D | -3.7% | +1.2% | -4.9% | -4.2% |
| 30D | -10.4% | +13.1% | -23.5% | -15.7% |
| 3M | +11.0% | +3.6% | +7.3% | +8.3% |
| 6M | -10.7% | +8.1% | -18.8% | -15.3% |
| YTD | -4.1% | +8.9% | -13.0% | -10.1% |
| 1Y | +13.7% | +20.3% | -6.6% | +0.6% |
| 3Y | -8.1% | +46.2% | -54.2% | -28.4% |
| 5Y | +32.2% | +59.9% | -27.7% | -3.6% |
| All | +663.1% | +339.4% | +323.7% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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