+31.4%
SNPS vs WM
+59.1%
-27.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.8% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | -10.4% | +13.1% | -23.5% | -13.6% |
| 3M | +11.0% | +3.6% | +7.3% | +9.7% |
| 6M | -10.7% | +8.1% | -18.8% | -13.4% |
| YTD | -4.1% | +8.9% | -13.0% | -8.0% |
| 1Y | +13.7% | +20.3% | -6.6% | +4.0% |
| 3Y | -8.1% | +46.2% | -54.2% | -24.6% |
| All | +31.4% | +59.1% | -27.7% | +0.1% |
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