+302.1%
WDAY vs SNPS
+1,121.6%
-819.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -2.4% |
| 7D | -4.4% | -11.0% | +6.7% | +1.9% |
| 30D | +14.7% | -1.7% | +16.5% | +14.4% |
| 3M | +32.4% | -20.4% | +52.7% | +47.5% |
| 6M | +36.9% | -8.6% | +45.5% | +39.2% |
| YTD | -8.8% | -16.2% | +7.3% | -3.3% |
| 1Y | -15.3% | -34.6% | +19.3% | -5.4% |
| 3Y | -21.2% | -14.5% | -6.7% | -34.4% |
| 5Y | -29.5% | +17.0% | -46.5% | -55.7% |
| 10Y | +120.0% | +560.0% | -440.0% | -66.7% |
| All | +302.1% | +1,121.6% | -819.5% | -56.3% |
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