+17.1%
SNPS vs WM
+52.1%
-35.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.0% |
| 7D | -11.0% | -0.3% | -10.7% | -10.9% |
| 30D | -1.7% | -2.4% | +0.6% | -1.1% |
| 3M | -20.4% | +0.4% | -20.8% | -21.0% |
| 6M | -8.6% | -9.5% | +0.9% | -5.7% |
| YTD | -16.2% | +0.5% | -16.7% | -17.6% |
| 1Y | -34.6% | -1.1% | -33.5% | -35.2% |
| 3Y | -14.5% | +46.0% | -60.5% | -32.0% |
| All | +17.1% | +52.1% | -35.0% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling