+284.9%
WM vs SNAP
-79.2%
+364.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +1.2% | -10.6% | +11.7% | +1.3% |
| 30D | +13.7% | -19.7% | +33.4% | +14.1% |
| 3M | +5.2% | -6.5% | +11.8% | +5.3% |
| 6M | +11.2% | -17.8% | +28.9% | +11.4% |
| YTD | +9.4% | -38.0% | +47.5% | +10.2% |
| 1Y | +20.4% | -42.5% | +62.9% | +21.4% |
| 3Y | +44.7% | -55.8% | +100.5% | +44.9% |
| 5Y | +58.5% | -90.5% | +149.0% | +62.8% |
| All | +284.9% | -79.2% | +364.1% | +253.0% |
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 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