-79.2%
SNAP vs WST
+381.1%
-460.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.0% | -10.0% | -12.7% |
| 7D | -10.4% | -5.8% | -4.6% | -8.5% |
| 30D | -11.9% | +5.3% | -17.3% | -13.3% |
| 3M | -4.5% | +11.8% | -16.3% | -8.0% |
| 6M | -16.7% | +26.7% | -43.4% | -23.0% |
| YTD | -36.9% | +43.0% | -79.9% | -44.4% |
| 1Y | -30.3% | +38.9% | -69.1% | -38.2% |
| 3Y | -52.5% | +18.2% | -70.7% | -61.3% |
| 5Y | -90.4% | -1.5% | -88.9% | -91.6% |
| All | -79.2% | +381.1% | -460.3% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling