-18.8%
SNAP vs WAB
+6.3%
-25.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.8% |
| 7D | -7.1% | +1.4% | -8.5% | -6.2% |
| 30D | -14.6% | +0.4% | -15.0% | -13.8% |
| 3M | -5.0% | -3.8% | -1.1% | -4.5% |
| 6M | -18.8% | +5.1% | -23.9% | -17.3% |
| All | -18.8% | +6.3% | -25.1% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling