-79.4%
SNAP vs WAB
+289.6%
-368.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | -0.5% |
| 7D | -7.3% | +4.0% | -11.3% | -8.7% |
| 30D | -18.9% | +4.5% | -23.4% | -20.4% |
| 3M | -5.3% | +2.3% | -7.5% | -6.3% |
| 6M | -16.9% | +12.5% | -29.4% | -22.1% |
| YTD | -37.4% | +40.2% | -77.6% | -47.3% |
| 1Y | -38.5% | +45.2% | -83.7% | -49.1% |
| 3Y | -55.1% | +171.8% | -226.9% | -71.6% |
| 5Y | -90.8% | +217.6% | -308.4% | -94.5% |
| All | -79.4% | +289.6% | -368.9% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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