-77.8%
SNAP vs WU
-37.4%
-40.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +1.9% | -1.1% | +3.0% | +2.4% |
| 3M | -3.9% | -1.8% | -2.1% | -4.4% |
| 6M | +5.2% | -23.9% | +29.2% | +16.3% |
| YTD | -32.7% | -20.4% | -12.3% | -27.3% |
| 1Y | -24.8% | -10.6% | -14.2% | -23.4% |
| 3Y | -42.2% | -27.7% | -14.4% | -35.8% |
| 5Y | -92.7% | -51.1% | -41.5% | -90.8% |
| All | -77.8% | -37.4% | -40.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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