+291.2%
WM vs SNAP
-78.8%
+370.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.0% | +15.2% | +1.4% |
| 7D | +4.5% | -10.4% | +14.9% | +4.7% |
| 30D | +16.1% | -11.9% | +28.0% | +16.3% |
| 3M | +8.0% | -4.5% | +12.5% | +8.0% |
| 6M | +8.4% | -16.7% | +25.1% | +8.6% |
| YTD | +11.2% | -36.9% | +48.1% | +11.9% |
| 1Y | +22.3% | -30.3% | +52.6% | +22.8% |
| 3Y | +50.2% | -52.5% | +102.8% | +50.1% |
| 5Y | +63.3% | -90.4% | +153.7% | +67.7% |
| All | +291.2% | -78.8% | +370.0% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling