+433.0%
WMT vs SNAP
-77.2%
+510.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -1.1% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | -4.4% | +2.6% | -7.0% | -4.5% |
| 3M | -8.8% | -9.9% | +1.1% | -8.6% |
| 6M | -15.6% | +1.9% | -17.5% | -16.0% |
| YTD | -3.2% | -32.2% | +29.0% | -2.4% |
| 1Y | +7.0% | -22.8% | +29.9% | +7.3% |
| 3Y | +105.3% | -47.6% | +152.9% | +105.4% |
| 5Y | +129.3% | -92.7% | +222.0% | +138.8% |
| All | +433.0% | -77.2% | +510.2% | +400.1% |
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 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