-91.0%
SNAP vs WPM
+246.3%
-337.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.3% |
| 7D | -7.1% | +16.9% | -24.0% | -10.8% |
| 30D | -14.6% | +2.0% | -16.6% | -15.2% |
| 3M | -5.0% | +8.9% | -13.9% | -7.2% |
| 6M | -18.8% | +1.6% | -20.4% | -20.0% |
| YTD | -38.5% | +16.5% | -55.0% | -41.4% |
| 1Y | -38.1% | +42.2% | -80.3% | -43.3% |
| 3Y | -53.8% | +213.3% | -267.1% | -67.0% |
| All | -91.0% | +246.3% | -337.3% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling