-41.9%
SNAP vs WAB
+45.2%
-87.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.4% |
| 7D | -7.3% | +4.0% | -11.3% | -7.9% |
| 30D | -18.9% | +4.5% | -23.4% | -19.5% |
| 3M | -5.3% | +2.3% | -7.5% | -5.7% |
| 6M | -16.9% | +12.5% | -29.4% | -19.1% |
| YTD | -37.4% | +40.2% | -77.6% | -47.2% |
| All | -41.9% | +45.2% | -87.1% | -51.5% |
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