-78.2%
SNAP vs WST
+406.1%
-484.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -9.8% | +1.0% | -10.8% | -10.0% |
| 30D | -18.2% | +12.3% | -30.5% | -21.2% |
| 3M | -3.1% | +17.5% | -20.6% | -8.1% |
| 6M | -7.1% | +28.2% | -35.3% | -14.5% |
| YTD | -33.8% | +50.4% | -84.2% | -42.7% |
| 1Y | -39.0% | +49.3% | -88.3% | -47.2% |
| 3Y | -52.8% | +21.8% | -74.6% | -61.8% |
| 5Y | -90.0% | +0.3% | -90.3% | -91.3% |
| All | -78.2% | +406.1% | -484.3% | -90.3% |
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