+126.4%
WDAY vs SNAP
-79.0%
+205.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | -4.0% | -7.3% | +3.3% | -2.9% |
| 30D | +1.9% | -18.9% | +20.9% | +5.7% |
| 3M | +5.9% | -5.3% | +11.1% | +6.2% |
| 6M | +48.8% | -16.9% | +65.7% | +52.2% |
| YTD | -11.4% | -37.4% | +26.0% | -5.3% |
| 1Y | -15.5% | -38.5% | +23.0% | -9.6% |
| 3Y | -15.6% | -55.1% | +39.4% | -12.1% |
| 5Y | -35.2% | -90.8% | +55.6% | -19.2% |
| All | +126.4% | -79.0% | +205.4% | +86.6% |
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