+298.2%
WBD vs SNPS
+2,234.6%
-1,936.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +1.5% |
| 7D | -1.8% | -11.0% | +9.2% | +2.3% |
| 30D | +8.8% | -1.7% | +10.5% | +8.7% |
| 3M | +4.6% | -20.4% | +25.0% | +12.4% |
| 6M | +1.1% | -8.6% | +9.7% | +2.1% |
| YTD | -2.0% | -16.2% | +14.2% | +1.4% |
| 1Y | +140.0% | -34.6% | +174.6% | +158.6% |
| 3Y | +144.4% | -14.5% | +158.8% | +123.0% |
| 5Y | -0.2% | +17.0% | -17.2% | -23.1% |
| 10Y | +9.1% | +560.0% | -550.9% | -68.9% |
| All | +298.2% | +2,234.6% | -1,936.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling