+3,849.8%
WMT vs SNPS
+5,427.6%
-1,577.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.5% |
| 7D | +3.9% | -11.0% | +14.9% | +5.4% |
| 30D | -4.4% | -1.7% | -2.7% | -4.4% |
| 3M | -8.8% | -20.4% | +11.6% | -6.6% |
| 6M | -15.6% | -8.6% | -7.0% | -15.4% |
| YTD | -3.2% | -16.2% | +12.9% | -2.2% |
| 1Y | +7.0% | -34.6% | +41.6% | +9.8% |
| 3Y | +105.3% | -14.5% | +119.8% | +99.9% |
| 5Y | +129.3% | +17.0% | +112.3% | +110.8% |
| 10Y | +423.9% | +560.0% | -136.1% | +278.8% |
| All | +3,849.8% | +5,427.6% | -1,577.8% | +1,906.9% |
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