+537.2%
WMT vs SNAP
-78.1%
+615.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +2.0% | +6.0% | -4.0% | +1.9% |
| 30D | +10.3% | -13.8% | +24.0% | +10.7% |
| 3M | +11.0% | -0.8% | +11.7% | +10.8% |
| 6M | -2.3% | -6.2% | +3.9% | -2.4% |
| YTD | +15.7% | -34.8% | +50.5% | +16.7% |
| 1Y | +26.0% | -38.7% | +64.7% | +27.3% |
| 3Y | +136.5% | -53.5% | +190.0% | +137.4% |
| 5Y | +176.8% | -90.2% | +267.1% | +185.1% |
| All | +537.2% | -78.1% | +615.3% | +498.0% |
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