+4,236.6%
SNPS vs WWD
+15,065.0%
-10,828.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.1% |
| 7D | -0.2% | +3.7% | -3.9% | -1.1% |
| 30D | -8.0% | +1.8% | -9.8% | -8.4% |
| 3M | +12.5% | -5.0% | +17.4% | +13.9% |
| 6M | -10.5% | -8.4% | -2.1% | -8.8% |
| YTD | -1.6% | +12.3% | -13.9% | -5.6% |
| 1Y | +16.8% | +26.2% | -9.4% | +8.5% |
| 3Y | -10.9% | +154.6% | -165.5% | -30.9% |
| 5Y | +35.8% | +195.3% | -159.5% | +0.7% |
| 10Y | +675.0% | +466.3% | +208.7% | +367.0% |
| All | +4,236.6% | +15,065.0% | -10,828.3% | +1,224.4% |
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