-79.4%
SNAP vs WING
+726.4%
-805.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | -0.9% |
| 7D | -7.3% | +8.6% | -15.9% | -9.7% |
| 30D | -18.9% | +44.8% | -63.7% | -28.5% |
| 3M | -5.3% | +51.9% | -57.2% | -18.5% |
| 6M | -16.9% | +37.2% | -54.2% | -27.3% |
| YTD | -37.4% | -25.3% | -12.1% | -34.5% |
| 1Y | -38.5% | -25.1% | -13.4% | -36.0% |
| 3Y | -55.1% | -12.9% | -42.2% | -61.0% |
| 5Y | -90.8% | +12.0% | -102.8% | -93.4% |
| All | -79.4% | +726.4% | -805.8% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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