+283.1%
WM vs SNAP
-79.3%
+362.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -2.0% |
| 7D | +1.2% | -7.1% | +8.3% | +1.3% |
| 30D | +13.1% | -14.6% | +27.7% | +13.4% |
| 3M | +3.6% | -5.0% | +8.6% | +3.6% |
| 6M | +8.1% | -18.8% | +26.9% | +8.3% |
| YTD | +8.9% | -38.5% | +47.4% | +9.7% |
| 1Y | +20.3% | -38.1% | +58.4% | +21.1% |
| 3Y | +46.2% | -53.8% | +99.9% | +46.1% |
| 5Y | +59.9% | -90.7% | +150.6% | +64.3% |
| All | +283.1% | -79.3% | +362.4% | +251.4% |
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