+4,901.1%
SNPS vs WST
+11,543.0%
-6,641.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | -11.0% | +0.7% | -11.8% | -11.2% |
| 30D | -1.7% | -3.1% | +1.4% | -0.7% |
| 3M | -20.4% | +7.2% | -27.6% | -22.4% |
| 6M | -8.6% | +36.8% | -45.4% | -18.7% |
| YTD | -16.2% | +23.8% | -40.0% | -23.1% |
| 1Y | -34.6% | +37.8% | -72.3% | -42.6% |
| 3Y | -14.5% | -15.9% | +1.4% | -18.5% |
| 5Y | +17.0% | -25.8% | +42.8% | +14.1% |
| 10Y | +560.0% | +319.6% | +240.4% | +240.5% |
| All | +4,901.1% | +11,543.0% | -6,641.8% | +737.4% |
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