+113.3%
WDAY vs SNPS
+562.2%
-448.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -7.4% | -5.5% | -1.9% | -4.5% |
| 30D | +1.0% | -4.5% | +5.5% | +2.3% |
| 3M | +32.7% | -15.5% | +48.2% | +42.7% |
| 6M | +25.6% | -10.1% | +35.7% | +28.8% |
| YTD | -13.4% | -16.3% | +2.9% | -8.2% |
| 1Y | -19.4% | -34.9% | +15.6% | -9.8% |
| 3Y | -25.8% | -14.4% | -11.4% | -38.3% |
| 5Y | -31.1% | +17.9% | -49.0% | -57.2% |
| 10Y | +113.3% | +574.2% | -460.9% | -69.4% |
| All | +113.3% | +562.2% | -448.9% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling