-79.6%
SNAP vs WPM
+693.4%
-773.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | +0.2% |
| 7D | -10.6% | +16.4% | -26.9% | -13.8% |
| 30D | -19.7% | -1.5% | -18.3% | -19.7% |
| 3M | -6.5% | +2.6% | -9.1% | -7.4% |
| 6M | -17.8% | -1.3% | -16.4% | -18.4% |
| YTD | -38.0% | +16.8% | -54.8% | -40.9% |
| 1Y | -42.5% | +34.1% | -76.6% | -46.8% |
| 3Y | -55.8% | +225.1% | -281.0% | -67.4% |
| 5Y | -90.5% | +234.5% | -325.0% | -93.2% |
| All | -79.6% | +693.4% | -773.0% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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