-78.3%
SNAP vs WCN
+195.4%
-273.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -5.0% | -1.7% | -3.3% | -4.2% |
| 30D | -0.7% | -3.0% | +2.2% | +0.6% |
| 3M | -5.0% | +2.5% | -7.6% | -6.6% |
| 6M | +3.5% | -5.7% | +9.2% | +5.3% |
| YTD | -34.2% | -7.4% | -26.8% | -32.6% |
| 1Y | -27.1% | -8.6% | -18.4% | -25.1% |
| 3Y | -43.5% | +19.4% | -62.8% | -52.0% |
| 5Y | -92.9% | +27.2% | -120.1% | -94.2% |
| All | -78.3% | +195.4% | -273.7% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WCN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling