-1.0%
WBD vs SNAP
-77.0%
+76.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -2.9% | +0.6% |
| 7D | -0.6% | -3.2% | +2.6% | -0.2% |
| 30D | +4.2% | +0.2% | +4.0% | +4.0% |
| 3M | +7.5% | +2.6% | +4.9% | +6.5% |
| 6M | +1.6% | +12.4% | -10.8% | -1.1% |
| YTD | -2.2% | -31.6% | +29.4% | +0.8% |
| 1Y | +124.9% | -21.7% | +146.6% | +127.0% |
| 3Y | +149.1% | -41.2% | +190.3% | +151.3% |
| 5Y | +7.8% | -92.6% | +100.4% | +18.7% |
| All | -1.0% | -77.0% | +76.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling