+5,491.2%
SNPS vs WM
+2,600.4%
+2,890.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.2% |
| 7D | -10.2% | +4.5% | -14.7% | -11.2% |
| 30D | -12.8% | +16.1% | -28.9% | -16.5% |
| 3M | +9.9% | +8.0% | +1.8% | +7.0% |
| 6M | -12.4% | +8.4% | -20.8% | -15.0% |
| YTD | -6.3% | +11.2% | -17.5% | -10.0% |
| 1Y | +7.6% | +22.3% | -14.7% | +0.5% |
| 3Y | -9.8% | +50.2% | -60.0% | -20.6% |
| 5Y | +29.2% | +63.3% | -34.1% | +10.9% |
| 10Y | +663.8% | +355.0% | +308.7% | +407.6% |
| All | +5,491.2% | +2,600.4% | +2,890.8% | +2,667.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling