+3,595.9%
SNPS vs WWD
+15,408.5%
-11,812.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | -11.0% | +1.3% | -12.3% | -11.3% |
| 30D | -1.7% | -7.2% | +5.4% | 0.0% |
| 3M | -20.4% | -3.8% | -16.5% | -19.8% |
| 6M | -8.6% | -9.9% | +1.3% | -6.9% |
| YTD | -16.2% | +14.8% | -31.0% | -20.0% |
| 1Y | -34.6% | +42.1% | -76.6% | -41.1% |
| 3Y | -14.5% | +170.8% | -185.3% | -34.7% |
| 5Y | +17.0% | +197.5% | -180.5% | -13.5% |
| 10Y | +560.0% | +477.8% | +82.2% | +295.3% |
| All | +3,595.9% | +15,408.5% | -11,812.7% | +1,021.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling