+4,740.8%
WFC vs SNPS
+5,427.6%
-686.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.9% |
| 7D | +3.8% | -11.0% | +14.8% | +6.1% |
| 30D | +1.5% | -1.7% | +3.2% | +1.4% |
| 3M | +10.9% | -20.4% | +31.2% | +15.3% |
| 6M | +8.4% | -8.6% | +17.0% | +9.2% |
| YTD | -1.9% | -16.2% | +14.3% | +0.2% |
| 1Y | +12.3% | -34.6% | +46.9% | +17.4% |
| 3Y | +132.3% | -14.5% | +146.8% | +124.9% |
| 5Y | +130.1% | +17.0% | +113.1% | +105.4% |
| 10Y | +134.4% | +560.0% | -425.6% | +46.8% |
| All | +4,740.8% | +5,427.6% | -686.8% | +2,037.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling