-77.7%
SNAP vs WWD
+409.9%
-487.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | +2.6% | -7.2% | +9.8% | +5.3% |
| 3M | -9.9% | -3.8% | -6.0% | -9.7% |
| 6M | +1.9% | -9.9% | +11.8% | +4.5% |
| YTD | -32.2% | +14.8% | -47.0% | -37.6% |
| 1Y | -22.8% | +42.1% | -64.9% | -35.5% |
| 3Y | -47.6% | +170.8% | -218.4% | -66.7% |
| 5Y | -92.7% | +197.5% | -290.2% | -95.6% |
| All | -77.7% | +409.9% | -487.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling