+16.5%
SNPS vs WPM
+261.1%
-244.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -5.5% | +7.0% | -12.5% | -6.7% |
| 30D | -5.8% | +15.7% | -21.5% | -8.3% |
| 3M | -17.2% | +35.2% | -52.4% | -22.0% |
| 6M | -10.4% | +6.1% | -16.5% | -12.1% |
| YTD | -16.5% | +32.6% | -49.1% | -22.2% |
| 1Y | -35.6% | +46.9% | -82.5% | -41.6% |
| 3Y | -14.6% | +276.3% | -290.9% | -38.8% |
| 5Y | +16.5% | +260.0% | -243.5% | -22.1% |
| All | +16.5% | +261.1% | -244.6% | -22.1% |
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