+1.5%
WFC vs SNAP
-39.3%
+40.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.7% |
| 7D | +0.1% | -7.3% | +7.5% | +0.8% |
| 30D | +2.9% | -18.9% | +21.9% | +4.6% |
| 3M | -1.4% | -5.3% | +3.8% | -1.3% |
| 6M | +14.3% | -16.9% | +31.3% | +15.2% |
| YTD | -6.2% | -37.4% | +31.2% | -4.9% |
| All | +1.5% | -39.3% | +40.8% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling