-24.8%
SNAP vs WAB
+47.5%
-72.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +1.5% | +1.7% | -0.2% | +1.0% |
| 30D | +1.9% | -2.4% | +4.3% | +2.5% |
| 3M | -3.9% | +9.7% | -13.6% | -7.1% |
| 6M | +5.2% | +16.5% | -11.3% | -4.5% |
| YTD | -32.7% | +33.7% | -66.4% | -44.6% |
| 1Y | -24.8% | +49.7% | -74.5% | -42.9% |
| All | -24.8% | +47.5% | -72.3% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling