+121.8%
WDAY vs SNAP
-77.4%
+199.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.7% |
| 7D | -6.1% | +1.5% | -7.6% | -6.3% |
| 30D | +3.7% | +1.9% | +1.8% | +3.2% |
| 3M | +29.6% | -3.9% | +33.5% | +29.9% |
| 6M | +23.3% | +5.2% | +18.1% | +20.7% |
| YTD | -13.3% | -32.7% | +19.4% | -8.0% |
| 1Y | -19.6% | -24.8% | +5.2% | -16.9% |
| 3Y | -25.7% | -42.2% | +16.5% | -26.0% |
| 5Y | -31.6% | -92.7% | +61.1% | -11.2% |
| All | +121.8% | -77.4% | +199.1% | +81.4% |
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