-77.7%
SNAP vs WY
-2.6%
-75.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.9% | -4.4% |
| 7D | +0.7% | -1.7% | +2.5% | +1.5% |
| 30D | +2.6% | -10.1% | +12.7% | +7.9% |
| 3M | -9.9% | -5.1% | -4.7% | -8.0% |
| 6M | +1.9% | -4.8% | +6.6% | +3.2% |
| YTD | -32.2% | -0.2% | -32.0% | -33.5% |
| 1Y | -22.8% | -6.6% | -16.2% | -22.0% |
| 3Y | -47.6% | -22.7% | -24.9% | -42.5% |
| 5Y | -92.7% | -22.2% | -70.5% | -91.9% |
| All | -77.7% | -2.6% | -75.1% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling