-77.7%
SNAP vs WCC
+404.5%
-482.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -7.9% | -5.4% |
| 7D | +0.7% | +4.5% | -3.7% | -0.9% |
| 30D | +2.6% | -5.8% | +8.4% | +4.3% |
| 3M | -9.9% | -3.7% | -6.2% | -9.9% |
| 6M | +1.9% | +23.1% | -21.2% | -8.0% |
| YTD | -32.2% | +44.2% | -76.4% | -42.7% |
| 1Y | -22.8% | +62.1% | -84.9% | -37.8% |
| 3Y | -47.6% | +121.1% | -168.7% | -64.1% |
| 5Y | -92.7% | +214.0% | -306.7% | -95.6% |
| All | -77.7% | +404.5% | -482.2% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling