-77.8%
SNAP vs WAB
+271.6%
-349.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +1.5% | +1.7% | -0.2% | +0.7% |
| 30D | +1.9% | -2.4% | +4.3% | +2.9% |
| 3M | -3.9% | +9.7% | -13.6% | -8.6% |
| 6M | +5.2% | +16.5% | -11.3% | -3.2% |
| YTD | -32.7% | +33.7% | -66.4% | -42.1% |
| 1Y | -24.8% | +49.7% | -74.5% | -38.6% |
| 3Y | -42.2% | +170.9% | -213.1% | -63.3% |
| 5Y | -92.7% | +228.0% | -320.7% | -95.6% |
| All | -77.8% | +271.6% | -349.4% | -88.7% |
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