+838.2%
WDC vs SNAP
-77.9%
+916.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.5% |
| 7D | +7.5% | -5.0% | +12.5% | +8.4% |
| 30D | +10.1% | -0.7% | +10.8% | +9.6% |
| 3M | -6.8% | -5.0% | -1.8% | -7.1% |
| 6M | +84.1% | +3.5% | +80.6% | +79.2% |
| YTD | +180.3% | -34.2% | +214.5% | +197.0% |
| 1Y | +411.1% | -27.1% | +438.1% | +429.4% |
| 3Y | +1,375.0% | -43.5% | +1,418.5% | +1,402.3% |
| 5Y | +991.6% | -92.9% | +1,084.4% | +1,343.3% |
| All | +838.2% | -77.9% | +916.0% | +638.9% |
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