-25.7%
WDAY vs SNPS
-14.2%
-11.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -6.1% | -5.5% | -0.6% | -4.8% |
| 30D | +3.7% | -5.8% | +9.5% | +4.7% |
| 3M | +29.6% | -17.2% | +46.8% | +34.9% |
| 6M | +23.3% | -10.4% | +33.7% | +25.0% |
| YTD | -13.3% | -16.5% | +3.3% | -10.6% |
| 1Y | -19.6% | -35.6% | +16.0% | -14.0% |
| 3Y | -25.7% | -14.6% | -11.1% | -33.3% |
| All | -25.7% | -14.2% | -11.5% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling