+595.8%
WDC vs SNPS
+32.5%
+563.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | -16.7% | -0.6% | -16.1% | -16.2% |
| 30D | -27.2% | -9.8% | -17.4% | -23.5% |
| 3M | -34.0% | +11.7% | -45.7% | -37.5% |
| 6M | -39.7% | -10.9% | -28.8% | -37.3% |
| YTD | +68.1% | -2.1% | +70.1% | +66.2% |
| 1Y | +66.3% | +14.8% | +51.5% | +53.4% |
| 3Y | +754.4% | -11.3% | +765.8% | +680.6% |
| 5Y | +595.8% | +36.2% | +559.6% | +374.8% |
| All | +595.8% | +32.5% | +563.2% | +374.8% |
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