+94.4%
WFC vs SNAP
-77.4%
+171.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +1.1% | +1.5% | -0.4% | +0.9% |
| 30D | +0.8% | +1.9% | -1.1% | +0.5% |
| 3M | +9.3% | -3.9% | +13.2% | +9.1% |
| 6M | +10.6% | +5.2% | +5.4% | +9.0% |
| YTD | -4.1% | -32.7% | +28.6% | -1.7% |
| 1Y | +13.6% | -24.8% | +38.4% | +14.9% |
| 3Y | +130.7% | -42.2% | +172.9% | +130.8% |
| 5Y | +126.7% | -92.7% | +219.4% | +152.4% |
| All | +94.4% | -77.4% | +171.7% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling