+412.6%
WDC vs SNAP
-25.5%
+438.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.3% |
| 7D | +6.0% | +1.5% | +4.5% | +5.5% |
| 30D | +9.9% | +1.9% | +8.1% | +8.7% |
| 3M | -9.4% | -3.9% | -5.5% | -8.5% |
| 6M | +94.7% | +5.2% | +89.5% | +86.5% |
| YTD | +177.4% | -32.7% | +210.1% | +221.5% |
| 1Y | +412.6% | -24.8% | +437.4% | +495.2% |
| All | +412.6% | -25.5% | +438.1% | +495.2% |
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