-77.8%
SNAP vs WWD
+399.7%
-477.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | +1.9% | -6.4% | +8.3% | +4.2% |
| 3M | -3.9% | -5.6% | +1.7% | -3.0% |
| 6M | +5.2% | -9.1% | +14.3% | +7.6% |
| YTD | -32.7% | +12.5% | -45.2% | -37.6% |
| 1Y | -24.8% | +41.3% | -66.1% | -37.1% |
| 3Y | -42.2% | +170.2% | -212.4% | -63.2% |
| 5Y | -92.7% | +192.5% | -285.2% | -95.6% |
| All | -77.8% | +399.7% | -477.5% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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