-91.0%
SNAP vs WWD
+170.1%
-261.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -4.2% |
| 7D | -7.1% | +4.2% | -11.3% | -8.8% |
| 30D | -14.6% | -2.1% | -12.5% | -13.7% |
| 3M | -5.0% | -13.2% | +8.2% | +1.4% |
| 6M | -18.8% | -16.9% | -1.9% | -12.9% |
| YTD | -38.5% | +5.2% | -43.8% | -43.3% |
| 1Y | -38.1% | +20.6% | -58.7% | -47.9% |
| 3Y | -53.8% | +146.3% | -200.1% | -76.3% |
| All | -91.0% | +170.1% | -261.1% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling