-34.6%
SNPS vs WTW
+3.0%
-37.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.5% |
| 7D | -11.0% | -2.6% | -8.4% | -11.2% |
| 30D | -1.7% | -1.0% | -0.8% | -1.8% |
| 3M | -20.4% | +29.9% | -50.3% | -19.4% |
| 6M | -8.6% | +10.7% | -19.3% | -9.3% |
| YTD | -16.2% | +2.6% | -18.7% | -16.8% |
| 1Y | -34.6% | +2.8% | -37.3% | -36.8% |
| All | -34.6% | +3.0% | -37.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling