-79.4%
SNAP vs WCN
+248.8%
-328.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -7.3% | +1.2% | -8.5% | -7.8% |
| 30D | -18.9% | +24.6% | -43.5% | -26.5% |
| 3M | -5.3% | +14.2% | -19.5% | -10.9% |
| 6M | -16.9% | +25.7% | -42.6% | -25.6% |
| YTD | -37.4% | +9.3% | -46.7% | -40.5% |
| 1Y | -38.5% | +15.3% | -53.8% | -43.2% |
| 3Y | -55.1% | +48.6% | -103.6% | -65.6% |
| 5Y | -90.8% | +46.9% | -137.7% | -93.0% |
| All | -79.4% | +248.8% | -328.2% | -89.5% |
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