+691.2%
SNPS vs WWD
+494.7%
+196.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +2.1% |
| 7D | +0.2% | +4.2% | -4.0% | -1.2% |
| 30D | -8.4% | -0.8% | -7.7% | -8.2% |
| 3M | +12.3% | -8.2% | +20.4% | +15.4% |
| 6M | -9.6% | -9.8% | +0.3% | -7.0% |
| YTD | -0.6% | +10.4% | -11.0% | -5.5% |
| 1Y | +18.7% | +25.5% | -6.8% | +7.5% |
| 3Y | -7.6% | +155.8% | -163.4% | -34.4% |
| 5Y | +34.1% | +187.3% | -153.2% | -9.9% |
| 10Y | +691.2% | +462.7% | +228.5% | +332.3% |
| All | +691.2% | +494.7% | +196.5% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling