+413.1%
WDC vs SNAP
-79.3%
+492.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -0.9% |
| 7D | -28.0% | -7.1% | -20.8% | -26.8% |
| 30D | -34.9% | -14.6% | -20.3% | -32.9% |
| 3M | -41.6% | -5.0% | -36.6% | -41.5% |
| 6M | -45.4% | -18.8% | -26.6% | -44.1% |
| YTD | +53.3% | -38.5% | +91.8% | +64.2% |
| 1Y | +61.5% | -38.1% | +99.6% | +72.6% |
| 3Y | +712.3% | -53.8% | +766.1% | +760.1% |
| 5Y | +524.2% | -90.7% | +614.9% | +686.9% |
| All | +413.1% | -79.3% | +492.5% | +308.5% |
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