+463.7%
WDC vs SNAP
-79.0%
+542.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.0% | +9.5% |
| 7D | -14.4% | -7.3% | -7.1% | -12.9% |
| 30D | -27.1% | -18.9% | -8.1% | -24.0% |
| 3M | -33.3% | -5.3% | -28.0% | -33.1% |
| 6M | -39.6% | -16.9% | -22.7% | -38.4% |
| YTD | +68.4% | -37.4% | +105.8% | +79.8% |
| 1Y | +78.2% | -38.5% | +116.6% | +90.7% |
| 3Y | +772.0% | -55.1% | +827.1% | +828.4% |
| 5Y | +584.9% | -90.8% | +675.7% | +766.5% |
| All | +463.7% | -79.0% | +542.7% | +347.3% |
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 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