+99.4%
WMT vs SNAP
-44.0%
+143.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -0.2% | -5.0% | +4.8% | -0.1% |
| 30D | -5.8% | -0.7% | -5.1% | -5.8% |
| 3M | -10.8% | -5.0% | -5.8% | -10.7% |
| 6M | -14.3% | +3.5% | -17.9% | -14.7% |
| YTD | -4.4% | -34.2% | +29.8% | -3.2% |
| 1Y | +4.3% | -27.1% | +31.4% | +4.9% |
| All | +99.4% | -44.0% | +143.4% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling