+505.4%
WDC vs SNAP
-78.3%
+583.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.2% |
| 7D | +16.3% | +2.6% | +13.7% | +15.8% |
| 30D | -18.3% | -19.6% | +1.3% | -14.6% |
| 3M | -31.4% | +0.4% | -31.8% | -31.9% |
| 6M | -36.3% | -5.9% | -30.3% | -36.5% |
| YTD | +80.8% | -35.3% | +116.2% | +92.0% |
| 1Y | +87.7% | -42.6% | +130.3% | +103.7% |
| 3Y | +819.4% | -53.9% | +873.3% | +874.4% |
| 5Y | +583.2% | -90.3% | +673.5% | +755.3% |
| All | +505.4% | -78.3% | +583.6% | +377.5% |
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