+572.5%
SNPS vs WTW
+198.0%
+374.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | -5.7% | +6.6% | +3.3% |
| 30D | -3.6% | -7.3% | +3.6% | -0.8% |
| 3M | -12.9% | +21.5% | -34.4% | -20.4% |
| 6M | -8.2% | +9.6% | -17.9% | -12.9% |
| YTD | -15.4% | -3.3% | -12.1% | -16.2% |
| 1Y | -9.3% | -6.1% | -3.2% | -9.3% |
| 3Y | -14.0% | +61.8% | -75.8% | -36.7% |
| 5Y | +19.5% | +42.7% | -23.2% | -6.8% |
| All | +572.5% | +198.0% | +374.5% | +274.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling