-47.7%
SNAP vs BWA
+71.5%
-119.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.9% |
| 7D | +0.7% | +5.7% | -4.9% | -1.0% |
| 30D | +2.6% | +1.4% | +1.2% | +1.9% |
| 3M | -9.9% | -12.1% | +2.2% | -6.3% |
| 6M | +1.9% | +28.6% | -26.7% | -8.7% |
| YTD | -32.2% | +51.1% | -83.3% | -45.9% |
| 1Y | -22.8% | +55.9% | -78.7% | -39.7% |
| All | -47.7% | +71.5% | -119.2% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling