+33.3%
SNPS vs WST
-0.5%
+33.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +5.1% | +4.9% | +0.2% | +4.0% |
| 30D | -6.4% | +10.7% | -17.1% | -8.5% |
| 3M | +12.2% | +16.8% | -4.6% | +8.2% |
| 6M | -9.8% | +32.0% | -41.8% | -15.7% |
| YTD | -1.5% | +49.9% | -51.4% | -11.2% |
| 1Y | +16.0% | +50.6% | -34.6% | +4.3% |
| 3Y | -10.8% | +21.4% | -32.2% | -21.5% |
| 5Y | +33.3% | -0.6% | +33.9% | +34.9% |
| All | +33.3% | -0.5% | +33.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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