+2,241.9%
SNPS vs WPM
+5,972.6%
-3,730.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -5.5% | +7.0% | -12.5% | -6.2% |
| 30D | -5.8% | +15.7% | -21.5% | -7.3% |
| 3M | -17.2% | +35.2% | -52.4% | -20.0% |
| 6M | -10.4% | +6.1% | -16.5% | -11.5% |
| YTD | -16.5% | +32.6% | -49.1% | -19.7% |
| 1Y | -35.6% | +46.9% | -82.5% | -38.9% |
| 3Y | -14.6% | +276.3% | -290.9% | -27.1% |
| 5Y | +16.5% | +260.0% | -243.5% | -0.9% |
| 10Y | +556.6% | +508.5% | +48.0% | +421.5% |
| All | +2,241.9% | +5,972.6% | -3,730.7% | +1,233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling