-78.7%
SNAP vs WCN
+256.0%
-334.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | +2.6% | +1.2% | +1.4% | +2.1% |
| 30D | -19.6% | +26.4% | -46.0% | -27.5% |
| 3M | +0.4% | +17.5% | -17.1% | -6.7% |
| 6M | -5.9% | +28.7% | -34.7% | -16.7% |
| YTD | -35.3% | +11.5% | -46.8% | -39.1% |
| 1Y | -42.6% | +15.9% | -58.4% | -47.0% |
| 3Y | -53.9% | +51.6% | -105.5% | -65.0% |
| 5Y | -90.3% | +47.9% | -138.2% | -92.6% |
| All | -78.7% | +256.0% | -334.7% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling