+170.3%
WMT vs SNAP
-90.0%
+260.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | -0.1% |
| 7D | -2.7% | -9.8% | +7.1% | -2.5% |
| 30D | +11.1% | -18.2% | +29.4% | +11.6% |
| 3M | +11.2% | -3.1% | +14.3% | +11.2% |
| 6M | -1.3% | -7.1% | +5.9% | -1.3% |
| YTD | +13.5% | -33.8% | +47.3% | +14.3% |
| 1Y | +22.5% | -39.0% | +61.6% | +23.6% |
| 3Y | +134.1% | -52.8% | +186.9% | +134.5% |
| 5Y | +170.3% | -90.0% | +260.2% | +155.0% |
| All | +170.3% | -90.0% | +260.3% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling