-77.7%
SNAP vs WST
+316.7%
-394.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +2.6% | -3.1% | +5.8% | +3.7% |
| 3M | -9.9% | +7.2% | -17.1% | -12.0% |
| 6M | +1.9% | +36.8% | -35.0% | -8.8% |
| YTD | -32.2% | +23.8% | -56.1% | -37.4% |
| 1Y | -22.8% | +37.8% | -60.6% | -31.9% |
| 3Y | -47.6% | -15.9% | -31.7% | -50.1% |
| 5Y | -92.7% | -25.8% | -66.9% | -92.9% |
| All | -77.7% | +316.7% | -394.4% | -89.4% |
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