+34.1%
SNPS vs WPM
+266.6%
-232.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.6% |
| 7D | +0.2% | +20.8% | -20.6% | -3.4% |
| 30D | -8.4% | +3.8% | -12.3% | -9.2% |
| 3M | +12.3% | +7.4% | +4.9% | +10.4% |
| 6M | -9.6% | +4.0% | -13.5% | -11.0% |
| YTD | -0.6% | +23.0% | -23.6% | -6.4% |
| 1Y | +18.7% | +45.9% | -27.3% | +7.8% |
| 3Y | -7.6% | +242.9% | -250.5% | -32.6% |
| 5Y | +34.1% | +259.5% | -225.4% | -3.6% |
| All | +34.1% | +266.6% | -232.5% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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