+290.7%
WDAY vs SNPS
+1,348.4%
-1,057.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -3.3% |
| 7D | -4.0% | +0.2% | -4.2% | -4.3% |
| 30D | +1.9% | -8.4% | +10.4% | +5.7% |
| 3M | +5.9% | +12.3% | -6.4% | -4.2% |
| 6M | +48.8% | -9.6% | +58.4% | +49.8% |
| YTD | -11.4% | -0.6% | -10.9% | -16.5% |
| 1Y | -15.5% | +18.7% | -34.2% | -28.8% |
| 3Y | -15.6% | -7.6% | -8.1% | -32.6% |
| 5Y | -35.2% | +34.1% | -69.3% | -62.7% |
| 10Y | +123.9% | +691.2% | -567.4% | -70.2% |
| All | +290.7% | +1,348.4% | -1,057.8% | -62.3% |
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 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