+127.7%
WBD vs SNAP
-26.1%
+153.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.7% | -5.0% | +3.3% | -1.4% |
| 30D | +3.9% | -0.7% | +4.6% | +3.8% |
| 3M | +5.1% | -5.0% | +10.1% | +5.3% |
| 6M | +0.6% | +3.5% | -2.9% | -0.1% |
| YTD | -3.2% | -34.2% | +31.0% | +2.3% |
| 1Y | +127.7% | -27.1% | +154.7% | +139.4% |
| All | +127.7% | -26.1% | +153.8% | +139.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling