+1.7%
WFC vs SNAP
-41.1%
+42.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.6% |
| 3M | -3.0% | +0.4% | -3.4% | -3.3% |
| 6M | +15.4% | -5.9% | +21.4% | +14.8% |
| YTD | -5.9% | -35.3% | +29.4% | -4.7% |
| 1Y | +1.7% | -42.6% | +44.2% | +8.1% |
| All | +1.7% | -41.1% | +42.7% | +8.1% |
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