+126.9%
WFC vs SNPS
-7.7%
+134.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.8% | +1.4% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +2.9% | -8.4% | +11.4% | +4.0% |
| 3M | -1.4% | +12.3% | -13.7% | -3.4% |
| 6M | +14.3% | -9.6% | +23.9% | +15.2% |
| YTD | -6.2% | -0.6% | -5.6% | -7.4% |
| 1Y | +1.6% | +18.7% | -17.1% | -2.5% |
| 3Y | +126.9% | -7.6% | +134.5% | +107.5% |
| All | +126.9% | -7.7% | +134.6% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling