+19.5%
SNPS vs WTW
+42.3%
-22.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -4.6% | -7.8% | +3.2% | -2.2% |
| 30D | -3.3% | -7.9% | +4.5% | -1.0% |
| 3M | -13.8% | +19.9% | -33.7% | -19.2% |
| 6M | -8.2% | +9.8% | -18.0% | -11.8% |
| YTD | -15.4% | -3.3% | -12.1% | -15.7% |
| 1Y | +2.4% | -3.3% | +5.7% | +1.8% |
| 3Y | -13.5% | +61.5% | -75.0% | -37.6% |
| 5Y | +19.5% | +42.6% | -23.1% | -11.8% |
| All | +19.5% | +42.3% | -22.9% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling