+428.1%
WMT vs SNPS
+585.4%
-157.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | -7.4% | -3.6% | -3.8% | -7.2% |
| 3M | -10.9% | -12.9% | +2.0% | -9.7% |
| 6M | -12.7% | -8.2% | -4.5% | -12.6% |
| YTD | -3.2% | -15.4% | +12.2% | -2.4% |
| 1Y | +5.3% | -9.3% | +14.6% | +4.5% |
| 3Y | +101.9% | -14.0% | +115.8% | +92.3% |
| 5Y | +134.6% | +19.5% | +115.0% | +104.7% |
| All | +428.1% | +585.4% | -157.3% | +202.9% |
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