-91.0%
SNAP vs WST
-0.1%
-90.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.4% | -3.0% |
| 7D | -7.1% | -3.1% | -4.0% | -6.2% |
| 30D | -14.6% | +9.1% | -23.7% | -16.5% |
| 3M | -5.0% | +14.7% | -19.7% | -8.4% |
| 6M | -18.8% | +28.0% | -46.8% | -24.0% |
| YTD | -38.5% | +45.6% | -84.2% | -44.7% |
| 1Y | -38.1% | +45.7% | -83.7% | -44.4% |
| 3Y | -53.8% | +21.1% | -74.9% | -62.3% |
| All | -91.0% | -0.1% | -90.8% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling