-78.7%
SNAP vs WU
-38.5%
-40.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.8% |
| 7D | +2.6% | -5.3% | +7.8% | +4.7% |
| 30D | -19.6% | +9.0% | -28.6% | -22.9% |
| 3M | +0.4% | -3.6% | +3.9% | +1.2% |
| 6M | -5.9% | -19.4% | +13.4% | +0.7% |
| YTD | -35.3% | -21.7% | -13.6% | -30.2% |
| 1Y | -42.6% | -16.1% | -26.5% | -40.0% |
| 3Y | -53.9% | -24.1% | -29.8% | -49.9% |
| 5Y | -90.3% | -44.1% | -46.1% | -88.4% |
| All | -78.7% | -38.5% | -40.2% | -77.1% |
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