-90.7%
SNAP vs WEC
+54.4%
-145.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.2% | -14.2% | -14.0% |
| 7D | -10.4% | +3.2% | -13.6% | -9.8% |
| 30D | -11.9% | +14.7% | -26.6% | -9.4% |
| 3M | -4.5% | +10.2% | -14.7% | -2.5% |
| 6M | -16.7% | +4.5% | -21.2% | -15.8% |
| YTD | -36.9% | +15.1% | -52.0% | -34.9% |
| 1Y | -30.3% | +9.4% | -39.7% | -28.7% |
| 3Y | -52.5% | +56.9% | -109.4% | -48.5% |
| All | -90.7% | +54.4% | -145.2% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling