-14.0%
SNPS vs WU
-24.9%
+10.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.3% |
| 7D | -11.0% | -0.8% | -10.2% | -10.9% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | -20.4% | -3.9% | -16.5% | -21.0% |
| 6M | -8.6% | -20.7% | +12.0% | -5.5% |
| YTD | -16.2% | -18.4% | +2.2% | -14.0% |
| 1Y | -34.6% | -8.1% | -26.5% | -34.8% |
| All | -14.0% | -24.9% | +10.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling