+462.6%
WDC vs SNAP
-79.2%
+541.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -16.7% | -10.6% | -6.2% | -14.7% |
| 30D | -27.2% | -19.7% | -7.5% | -24.0% |
| 3M | -34.0% | -6.5% | -27.5% | -33.7% |
| 6M | -39.7% | -17.8% | -22.0% | -38.4% |
| YTD | +68.1% | -38.0% | +106.1% | +79.8% |
| 1Y | +66.3% | -42.5% | +108.8% | +80.3% |
| 3Y | +754.4% | -55.8% | +810.2% | +812.6% |
| 5Y | +595.8% | -90.5% | +686.3% | +775.1% |
| All | +462.6% | -79.2% | +541.7% | +347.3% |
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