+292.6%
WDAY vs SNPS
+1,333.4%
-1,040.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -5.3% | -0.2% | -5.1% | -5.4% |
| 30D | +1.5% | -8.0% | +9.6% | +5.0% |
| 3M | +5.5% | +12.5% | -7.0% | -4.7% |
| 6M | +57.4% | -10.5% | +67.9% | +59.3% |
| YTD | -11.0% | -1.6% | -9.4% | -15.7% |
| 1Y | -15.8% | +16.8% | -32.6% | -28.3% |
| 3Y | -16.9% | -10.9% | -6.0% | -31.9% |
| 5Y | -35.3% | +35.8% | -71.0% | -63.2% |
| 10Y | +131.0% | +675.0% | -543.9% | -68.8% |
| All | +292.6% | +1,333.4% | -1,040.8% | -61.9% |
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