-79.4%
SNAP vs WCC
+355.0%
-434.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | -1.0% |
| 7D | -7.3% | -5.7% | -1.7% | -5.7% |
| 30D | -18.9% | -13.5% | -5.5% | -15.3% |
| 3M | -5.3% | -12.9% | +7.6% | -2.1% |
| 6M | -16.9% | -10.7% | -6.3% | -16.1% |
| YTD | -37.4% | +30.0% | -67.4% | -45.7% |
| 1Y | -38.5% | +24.7% | -63.2% | -45.8% |
| 3Y | -55.1% | +136.6% | -191.6% | -70.2% |
| 5Y | -90.8% | +143.9% | -234.7% | -94.1% |
| All | -79.4% | +355.0% | -434.3% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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