-0.8%
WBD vs SNAP
-77.2%
+76.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | +8.8% | +2.6% | +6.2% | +8.2% |
| 3M | +4.6% | -9.9% | +14.5% | +5.2% |
| 6M | +1.1% | +1.9% | -0.8% | -0.5% |
| YTD | -2.0% | -32.2% | +30.2% | +1.1% |
| 1Y | +140.0% | -22.8% | +162.9% | +142.7% |
| 3Y | +144.4% | -47.6% | +192.0% | +149.4% |
| 5Y | -0.2% | -92.7% | +92.5% | +10.0% |
| All | -0.8% | -77.2% | +76.4% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling