-90.6%
SNAP vs WST
-0.3%
-90.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +2.6% | +4.9% | -2.3% | +1.3% |
| 30D | -19.6% | +10.7% | -30.3% | -21.6% |
| 3M | +0.4% | +16.8% | -16.4% | -3.7% |
| 6M | -5.9% | +32.0% | -37.9% | -12.6% |
| YTD | -35.3% | +49.9% | -85.2% | -42.2% |
| 1Y | -42.6% | +50.6% | -93.2% | -48.9% |
| 3Y | -53.9% | +21.4% | -75.3% | -61.9% |
| All | -90.6% | -0.3% | -90.3% | -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 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