-55.1%
SNAP vs WY
-23.3%
-31.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -7.3% | -0.8% | -6.6% | -7.1% |
| 30D | -18.9% | +10.6% | -29.6% | -22.1% |
| 3M | -5.3% | -16.6% | +11.4% | +1.8% |
| 6M | -16.9% | -8.6% | -8.3% | -14.4% |
| YTD | -37.4% | -8.4% | -29.0% | -36.8% |
| 1Y | -38.5% | -5.1% | -33.4% | -39.3% |
| 3Y | -55.1% | -21.9% | -33.1% | -51.8% |
| All | -55.1% | -23.3% | -31.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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