-79.4%
SNAP vs WSM
+1,216.4%
-1,295.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.6% |
| 7D | -7.3% | +0.9% | -8.2% | -7.4% |
| 30D | -18.9% | +8.6% | -27.5% | -21.5% |
| 3M | -5.3% | +4.2% | -9.5% | -6.9% |
| 6M | -16.9% | +44.6% | -61.6% | -28.7% |
| YTD | -37.4% | +48.5% | -85.9% | -47.1% |
| 1Y | -38.5% | +34.7% | -73.2% | -46.1% |
| 3Y | -55.1% | +271.0% | -326.1% | -75.0% |
| 5Y | -90.8% | +180.9% | -271.7% | -94.6% |
| All | -79.4% | +1,216.4% | -1,295.7% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling