+90.6%
WFC vs SNAP
-78.3%
+168.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +1.7% | +2.6% | -0.8% | +1.5% |
| 30D | +6.8% | -19.6% | +26.4% | +8.8% |
| 3M | -3.0% | +0.4% | -3.4% | -3.4% |
| 6M | +15.4% | -5.9% | +21.4% | +15.1% |
| YTD | -5.9% | -35.3% | +29.4% | -3.4% |
| 1Y | +1.7% | -42.6% | +44.2% | +5.4% |
| 3Y | +124.9% | -53.9% | +178.8% | +129.4% |
| 5Y | +90.5% | -90.3% | +180.8% | +107.7% |
| All | +90.6% | -78.3% | +168.9% | +67.4% |
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