+17.9%
SNPS vs WU
-51.4%
+69.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -5.5% | -4.9% | -0.5% | -4.6% |
| 30D | -4.5% | -1.3% | -3.2% | -4.3% |
| 3M | -15.5% | -3.6% | -11.9% | -16.2% |
| 6M | -10.1% | -24.3% | +14.3% | -5.6% |
| YTD | -16.3% | -21.1% | +4.8% | -13.1% |
| 1Y | -34.9% | -10.3% | -24.6% | -34.7% |
| 3Y | -14.4% | -28.4% | +14.0% | -11.2% |
| 5Y | +17.9% | -51.2% | +69.1% | +29.8% |
| All | +17.9% | -51.4% | +69.3% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling