+691.2%
SNPS vs WM
+337.2%
+354.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -8.4% | +13.3% | -21.7% | -14.0% |
| 3M | +12.3% | +4.4% | +7.9% | +9.2% |
| 6M | -9.6% | +10.8% | -20.4% | -15.3% |
| YTD | -0.6% | +9.1% | -9.7% | -6.9% |
| 1Y | +18.7% | +19.1% | -0.4% | +5.7% |
| 3Y | -7.6% | +45.7% | -53.2% | -27.8% |
| 5Y | +34.1% | +60.4% | -26.4% | -2.4% |
| 10Y | +691.2% | +328.7% | +362.5% | +234.8% |
| All | +691.2% | +337.2% | +354.0% | +234.8% |
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