+6.7%
WBD vs SNPS
+17.2%
-10.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -1.7% | -5.5% | +3.8% | -0.2% |
| 30D | +3.9% | -4.5% | +8.4% | +4.7% |
| 3M | +5.1% | -15.5% | +20.6% | +9.4% |
| 6M | +0.6% | -10.1% | +10.6% | +2.0% |
| YTD | -3.2% | -16.3% | +13.1% | -0.3% |
| 1Y | +127.7% | -34.9% | +162.6% | +141.0% |
| 3Y | +146.6% | -14.4% | +160.9% | +117.3% |
| All | +6.7% | +17.2% | -10.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling