-91.0%
SNAP vs WAB
+203.5%
-294.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.9% |
| 7D | -7.1% | +1.4% | -8.5% | -7.6% |
| 30D | -14.6% | +0.4% | -15.0% | -14.6% |
| 3M | -5.0% | -3.8% | -1.1% | -2.5% |
| 6M | -18.8% | +5.1% | -23.9% | -23.3% |
| YTD | -38.5% | +33.3% | -71.9% | -52.7% |
| 1Y | -38.1% | +39.8% | -77.9% | -54.2% |
| 3Y | -53.8% | +161.1% | -214.8% | -80.2% |
| All | -91.0% | +203.5% | -294.5% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling