+2,269.8%
SNPS vs WU
-22.0%
+2,291.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | -0.2% | +2.1% | -2.3% | -1.0% |
| 30D | -8.0% | +10.1% | -18.2% | -11.0% |
| 3M | +12.5% | -1.1% | +13.6% | +12.0% |
| 6M | -10.5% | -19.8% | +9.3% | -6.6% |
| YTD | -1.6% | -20.8% | +19.1% | +2.7% |
| 1Y | +16.8% | -15.1% | +31.9% | +19.2% |
| 3Y | -10.9% | -23.2% | +12.3% | -8.1% |
| 5Y | +35.8% | -42.6% | +78.4% | +50.3% |
| 10Y | +675.0% | -38.9% | +713.9% | +715.0% |
| All | +2,269.8% | -22.0% | +2,291.8% | +2,090.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling