+1,919.7%
SNPS vs WU
-19.6%
+1,939.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -11.0% | -0.8% | -10.2% | -10.8% |
| 30D | -1.7% | -1.1% | -0.6% | -1.5% |
| 3M | -20.4% | -3.9% | -16.5% | -20.7% |
| 6M | -8.6% | -20.7% | +12.0% | -3.9% |
| YTD | -16.2% | -18.4% | +2.2% | -12.7% |
| 1Y | -34.6% | -8.1% | -26.5% | -34.5% |
| 3Y | -14.5% | -24.2% | +9.7% | -11.0% |
| 5Y | +17.0% | -50.4% | +67.4% | +36.2% |
| 10Y | +560.0% | -40.0% | +600.1% | +602.2% |
| All | +1,919.7% | -19.6% | +1,939.3% | +1,762.8% |
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 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