+660.9%
SNPS vs WM
+330.8%
+330.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.1% | +3.2% | -2.2% | -0.3% |
| 30D | -5.2% | +13.0% | -18.2% | -10.7% |
| 3M | +10.6% | +9.2% | +1.3% | +5.4% |
| 6M | -10.6% | +13.6% | -24.3% | -17.1% |
| YTD | -3.1% | +12.4% | -15.5% | -10.4% |
| 1Y | +15.6% | +21.2% | -5.7% | +2.3% |
| 3Y | -12.9% | +48.7% | -61.6% | -32.5% |
| 5Y | +31.2% | +61.9% | -30.7% | -4.5% |
| All | +660.9% | +330.8% | +330.2% | +224.2% |
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