+94.0%
WFC vs SNPS
+36.0%
+58.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.8% | +1.2% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +2.9% | -8.4% | +11.4% | +4.4% |
| 3M | -1.4% | +12.3% | -13.7% | -4.2% |
| 6M | +14.3% | -9.6% | +23.9% | +15.4% |
| YTD | -6.2% | -0.6% | -5.6% | -7.8% |
| 1Y | +1.6% | +18.7% | -17.1% | -3.8% |
| 3Y | +126.9% | -7.6% | +134.5% | +109.0% |
| 5Y | +94.0% | +34.1% | +59.9% | +50.7% |
| All | +94.0% | +36.0% | +58.0% | +50.7% |
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