+809.0%
WDC vs SNAP
-77.2%
+886.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.0% | +9.9% | +6.6% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -10.0% | +2.6% | -12.6% | -10.9% |
| 3M | -18.8% | -9.9% | -8.9% | -18.1% |
| 6M | +79.0% | +1.9% | +77.2% | +74.8% |
| YTD | +171.6% | -32.2% | +203.8% | +186.2% |
| 1Y | +417.4% | -22.8% | +440.2% | +430.2% |
| 3Y | +1,251.8% | -47.6% | +1,299.4% | +1,295.6% |
| 5Y | +911.7% | -92.7% | +1,004.4% | +1,232.2% |
| All | +809.0% | -77.2% | +886.3% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling