+126.7%
WFC vs SNPS
+16.7%
+110.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | +1.1% | -5.5% | +6.6% | +2.1% |
| 30D | +0.8% | -5.8% | +6.6% | +1.6% |
| 3M | +9.3% | -17.2% | +26.5% | +12.7% |
| 6M | +10.6% | -10.4% | +21.0% | +11.6% |
| YTD | -4.1% | -16.5% | +12.5% | -2.2% |
| 1Y | +13.6% | -35.6% | +49.2% | +19.1% |
| 3Y | +130.7% | -14.6% | +145.4% | +114.3% |
| 5Y | +126.7% | +16.5% | +110.3% | +90.8% |
| All | +126.7% | +16.7% | +110.0% | +90.8% |
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