-77.8%
SNAP vs WCC
+417.0%
-494.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.6% |
| 7D | +1.5% | +8.5% | -7.0% | -1.5% |
| 30D | +1.9% | -1.0% | +2.9% | +1.7% |
| 3M | -3.9% | +2.1% | -6.0% | -6.0% |
| 6M | +5.2% | +36.8% | -31.6% | -8.6% |
| YTD | -32.7% | +47.7% | -80.4% | -43.6% |
| 1Y | -24.8% | +66.5% | -91.3% | -40.0% |
| 3Y | -42.2% | +134.2% | -176.3% | -61.1% |
| 5Y | -92.7% | +231.6% | -324.3% | -95.7% |
| All | -77.8% | +417.0% | -494.8% | -90.9% |
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