-78.5%
SNAP vs WSM
+1,178.0%
-1,256.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +6.0% | 0.0% | +6.1% | +6.0% |
| 30D | -13.8% | +5.1% | -18.9% | -15.3% |
| 3M | -0.8% | +5.1% | -5.9% | -2.8% |
| 6M | -6.2% | +48.6% | -54.8% | -20.5% |
| YTD | -34.8% | +44.2% | -79.0% | -44.3% |
| 1Y | -38.7% | +38.1% | -76.8% | -46.8% |
| 3Y | -53.5% | +257.2% | -310.7% | -73.7% |
| 5Y | -90.2% | +165.1% | -255.3% | -94.1% |
| All | -78.5% | +1,178.0% | -1,256.5% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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