+113.2%
WDC vs SNAP
-22.3%
+135.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.9% | -12.7% | -7.5% |
| 7D | -18.3% | -0.7% | -17.6% | -18.2% |
| 30D | -26.7% | +5.5% | -32.2% | -27.2% |
| 3M | -40.9% | +2.2% | -43.2% | -41.3% |
| 6M | -26.8% | -4.1% | -22.7% | -24.9% |
| YTD | +88.2% | -26.6% | +114.8% | +120.8% |
| 1Y | +113.2% | -20.7% | +133.9% | +143.3% |
| All | +113.2% | -22.3% | +135.5% | +143.3% |
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