-79.6%
SNAP vs WST
+405.7%
-485.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -10.6% | +1.4% | -11.9% | -10.8% |
| 30D | -19.7% | +12.7% | -32.5% | -22.8% |
| 3M | -6.5% | +17.2% | -23.7% | -11.3% |
| 6M | -17.8% | +26.7% | -44.4% | -24.0% |
| YTD | -38.0% | +50.3% | -88.3% | -46.3% |
| 1Y | -42.5% | +50.2% | -92.7% | -50.3% |
| 3Y | -55.8% | +21.7% | -77.5% | -64.2% |
| 5Y | -90.5% | +2.0% | -92.6% | -91.8% |
| All | -79.6% | +405.7% | -485.3% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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