-90.5%
SNAP vs WAB
+214.2%
-304.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | +6.0% | +5.1% | +1.0% | +2.3% |
| 30D | -13.8% | +4.0% | -17.8% | -16.0% |
| 3M | -0.8% | +0.1% | -0.9% | -1.1% |
| 6M | -6.2% | +12.8% | -19.0% | -15.9% |
| YTD | -34.8% | +40.1% | -74.9% | -51.6% |
| 1Y | -38.7% | +46.4% | -85.1% | -56.2% |
| 3Y | -53.5% | +167.4% | -220.8% | -80.4% |
| All | -90.5% | +214.2% | -304.7% | -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