-77.8%
SNAP vs BWA
+101.9%
-179.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +1.5% | +4.3% | -2.8% | -0.3% |
| 30D | +1.9% | -2.9% | +4.8% | +2.8% |
| 3M | -3.9% | -12.4% | +8.5% | +0.7% |
| 6M | +5.2% | +28.6% | -23.3% | -8.1% |
| YTD | -32.7% | +48.2% | -80.9% | -46.8% |
| 1Y | -24.8% | +50.9% | -75.7% | -41.3% |
| 3Y | -42.2% | +72.2% | -114.3% | -58.8% |
| 5Y | -92.7% | +91.1% | -183.7% | -95.1% |
| All | -77.8% | +101.9% | -179.7% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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