+5,491.2%
SNPS vs WST
+13,341.3%
-7,850.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -3.6% |
| 7D | -10.2% | -5.8% | -4.4% | -8.3% |
| 30D | -12.8% | +5.3% | -18.2% | -14.3% |
| 3M | +9.9% | +11.8% | -2.0% | +5.6% |
| 6M | -12.4% | +26.7% | -39.1% | -19.7% |
| YTD | -6.3% | +43.0% | -49.2% | -18.2% |
| 1Y | +7.6% | +38.9% | -31.2% | -5.3% |
| 3Y | -9.8% | +18.2% | -27.9% | -24.1% |
| 5Y | +29.2% | -1.5% | +30.7% | +13.9% |
| 10Y | +663.8% | +439.0% | +224.8% | +262.2% |
| All | +5,491.2% | +13,341.3% | -7,850.1% | +790.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling