+1,246.0%
SNPS vs WTW
+1,139.1%
+106.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -4.6% |
| 30D | -5.8% | -5.6% | -0.1% | -4.0% |
| 3M | -17.2% | +26.5% | -43.7% | -24.0% |
| 6M | -10.4% | +8.1% | -18.5% | -13.6% |
| YTD | -16.5% | -0.3% | -16.2% | -18.0% |
| 1Y | -35.6% | -0.9% | -34.8% | -36.9% |
| 3Y | -14.6% | +66.6% | -81.2% | -31.6% |
| 5Y | +16.5% | +54.0% | -37.5% | -4.1% |
| 10Y | +556.6% | +198.1% | +358.4% | +331.0% |
| All | +1,246.0% | +1,139.1% | +106.9% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling