-53.8%
SNAP vs WCN
+45.2%
-98.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -7.1% | +2.9% | -10.0% | -7.2% |
| 30D | -14.6% | +22.1% | -36.7% | -15.0% |
| 3M | -5.0% | +13.2% | -18.2% | -5.2% |
| 6M | -18.8% | +23.7% | -42.5% | -19.4% |
| YTD | -38.5% | +8.7% | -47.3% | -38.4% |
| 1Y | -38.1% | +15.3% | -53.4% | -38.1% |
| 3Y | -53.8% | +46.0% | -99.8% | -64.9% |
| All | -53.8% | +45.2% | -98.9% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling