-47.7%
SNAP vs WWD
+166.3%
-214.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.5% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | +2.6% | -7.2% | +9.8% | +5.5% |
| 3M | -9.9% | -3.8% | -6.0% | -10.1% |
| 6M | +1.9% | -9.9% | +11.8% | +4.1% |
| YTD | -32.2% | +14.8% | -47.0% | -39.1% |
| 1Y | -22.8% | +42.1% | -64.9% | -39.2% |
| All | -47.7% | +166.3% | -214.0% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling