+642.9%
WDC vs SNPS
+635.4%
+7.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -4.1% |
| 7D | +12.1% | +1.1% | +11.0% | +11.6% |
| 30D | -18.8% | -5.2% | -13.6% | -15.8% |
| 3M | -39.3% | +10.6% | -49.9% | -43.2% |
| 6M | -40.1% | -10.6% | -29.5% | -37.4% |
| YTD | +71.8% | -3.1% | +74.9% | +69.2% |
| 1Y | +88.5% | +15.6% | +72.9% | +68.1% |
| 3Y | +770.0% | -12.9% | +782.9% | +684.8% |
| 5Y | +549.0% | +31.2% | +517.9% | +317.7% |
| All | +642.9% | +635.4% | +7.5% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling