-10.1%
SNPS vs WM
+50.2%
-60.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -4.9% |
| 7D | -10.2% | +4.5% | -14.7% | -10.3% |
| 30D | -12.8% | +16.1% | -28.9% | -13.7% |
| 3M | +9.9% | +8.0% | +1.8% | +9.7% |
| 6M | -12.4% | +8.4% | -20.8% | -12.7% |
| YTD | -6.3% | +11.2% | -17.5% | -7.9% |
| 1Y | +7.6% | +22.3% | -14.7% | +1.9% |
| All | -10.1% | +50.2% | -60.4% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling