-78.7%
SNAP vs NWSA
+124.4%
-203.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -0.9% |
| 7D | +2.6% | -0.8% | +3.3% | +3.1% |
| 30D | -19.6% | -11.3% | -8.2% | -12.7% |
| 3M | +0.4% | -8.1% | +8.4% | +6.5% |
| 6M | -5.9% | -0.7% | -5.3% | -5.2% |
| YTD | -35.3% | +1.3% | -36.7% | -35.6% |
| 1Y | -42.6% | -1.3% | -41.3% | -41.9% |
| 3Y | -53.9% | +28.4% | -82.3% | -59.6% |
| 5Y | -90.3% | +15.3% | -105.6% | -91.1% |
| All | -78.7% | +124.4% | -203.0% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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