-28.6%
WDAY vs SNPS
+17.0%
-45.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -3.2% |
| 7D | -4.4% | -11.0% | +6.7% | +0.1% |
| 30D | +14.7% | -1.7% | +16.5% | +14.6% |
| 3M | +32.4% | -20.4% | +52.7% | +43.4% |
| 6M | +36.9% | -8.6% | +45.5% | +38.8% |
| YTD | -8.8% | -16.2% | +7.3% | -4.6% |
| 1Y | -15.3% | -34.6% | +19.3% | -7.1% |
| 3Y | -21.2% | -14.5% | -6.7% | -33.1% |
| All | -28.6% | +17.0% | -45.7% | -54.6% |
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 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