+112.4%
WFC vs SNPS
+635.4%
-523.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.7% |
| 7D | +2.5% | +1.1% | +1.5% | +2.2% |
| 30D | +7.0% | -5.2% | +12.1% | +8.1% |
| 3M | -1.8% | +10.6% | -12.3% | -5.3% |
| 6M | +18.4% | -10.6% | +29.0% | +20.0% |
| YTD | -5.6% | -3.1% | -2.5% | -7.3% |
| 1Y | +3.9% | +15.6% | -11.7% | -2.9% |
| 3Y | +126.3% | -12.9% | +139.3% | +110.0% |
| 5Y | +91.1% | +31.2% | +59.9% | +47.8% |
| All | +112.4% | +635.4% | -523.0% | -16.9% |
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 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