+528.7%
WDC vs SNAP
-90.7%
+619.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -1.0% |
| 7D | -28.0% | -7.1% | -20.8% | -26.9% |
| 30D | -34.9% | -14.6% | -20.3% | -33.1% |
| 3M | -41.6% | -5.0% | -36.6% | -41.4% |
| 6M | -45.4% | -18.8% | -26.6% | -44.1% |
| YTD | +53.3% | -38.5% | +91.8% | +63.4% |
| 1Y | +61.5% | -38.1% | +99.6% | +71.8% |
| 3Y | +712.3% | -53.8% | +766.1% | +758.7% |
| All | +528.7% | -90.7% | +619.4% | +716.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling