-90.8%
SNAP vs WY
-31.5%
-59.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | -7.3% | -0.8% | -6.6% | -6.9% |
| 30D | -18.9% | +10.6% | -29.6% | -23.9% |
| 3M | -5.3% | -16.6% | +11.4% | +5.2% |
| 6M | -16.9% | -8.6% | -8.3% | -13.7% |
| YTD | -37.4% | -8.4% | -29.0% | -36.6% |
| 1Y | -38.5% | -5.1% | -33.4% | -39.5% |
| 3Y | -55.1% | -21.9% | -33.1% | -50.9% |
| 5Y | -90.8% | -31.3% | -59.5% | -88.1% |
| All | -90.8% | -31.5% | -59.3% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling