-78.5%
SNAP vs WST
+410.8%
-489.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.4% |
| 7D | +6.0% | +4.2% | +1.8% | +4.6% |
| 30D | -13.8% | +11.2% | -25.0% | -16.6% |
| 3M | -0.8% | +20.4% | -21.1% | -6.7% |
| 6M | -6.2% | +37.9% | -44.1% | -15.7% |
| YTD | -34.8% | +51.8% | -86.6% | -43.7% |
| 1Y | -38.7% | +56.6% | -95.3% | -47.7% |
| 3Y | -53.5% | +24.2% | -77.7% | -62.6% |
| 5Y | -90.2% | +0.7% | -90.9% | -91.5% |
| All | -78.5% | +410.8% | -489.3% | -90.5% |
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