+6.2%
WFC vs SNAP
-20.0%
+26.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | -0.2% |
| 7D | +1.2% | -7.1% | +8.4% | +2.0% |
| 30D | +5.2% | -14.6% | +19.8% | +6.3% |
| 3M | -3.0% | -5.0% | +1.9% | -2.7% |
| 6M | +6.2% | -18.8% | +25.0% | +5.9% |
| All | +6.2% | -20.0% | +26.2% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling