+426.0%
WMT vs SNAP
-77.0%
+503.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -0.2% |
| 7D | -2.5% | -3.2% | +0.7% | -2.4% |
| 30D | -6.4% | +0.2% | -6.6% | -6.5% |
| 3M | -12.1% | +2.6% | -14.7% | -12.3% |
| 6M | -15.0% | +12.4% | -27.4% | -15.6% |
| YTD | -4.5% | -31.6% | +27.1% | -3.7% |
| 1Y | +6.2% | -21.7% | +27.9% | +6.4% |
| 3Y | +99.9% | -41.2% | +141.1% | +99.2% |
| 5Y | +131.4% | -92.6% | +224.0% | +140.9% |
| All | +426.0% | -77.0% | +503.0% | +393.4% |
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