-77.8%
SNAP vs WEC
+143.6%
-221.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +1.5% | +0.8% | +0.7% | +1.5% |
| 30D | +1.9% | +0.3% | +1.5% | +1.9% |
| 3M | -3.9% | -2.9% | -1.0% | -4.0% |
| 6M | +5.2% | -5.9% | +11.2% | +5.1% |
| YTD | -32.7% | +4.1% | -36.9% | -32.6% |
| 1Y | -24.8% | +3.1% | -27.9% | -24.7% |
| 3Y | -42.2% | +40.8% | -82.9% | -42.2% |
| 5Y | -92.7% | +31.7% | -124.4% | -92.7% |
| All | -77.8% | +143.6% | -221.4% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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