+1,330.5%
WDC vs SNAP
-42.1%
+1,372.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.0% | +9.9% | +6.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | -10.0% | +2.6% | -12.6% | -10.9% |
| 3M | -18.8% | -9.9% | -8.9% | -17.7% |
| 6M | +79.0% | +1.9% | +77.2% | +74.2% |
| YTD | +171.6% | -32.2% | +203.8% | +188.8% |
| 1Y | +417.4% | -22.8% | +440.2% | +434.0% |
| All | +1,330.5% | -42.1% | +1,372.7% | +1,379.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling