-53.8%
SNAP vs BWA
+64.3%
-118.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +2.6% | +7.3% | -4.7% | +0.1% |
| 30D | -19.6% | -15.8% | -3.8% | -14.8% |
| 3M | +0.4% | -25.7% | +26.1% | +10.2% |
| 6M | -5.9% | -19.6% | +13.7% | -0.9% |
| YTD | -35.3% | +14.1% | -49.4% | -44.9% |
| 1Y | -42.6% | +12.2% | -54.7% | -50.7% |
| All | -53.8% | +64.3% | -118.1% | -69.9% |
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