-77.7%
SNAP vs WAB
+269.5%
-347.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.4% |
| 7D | +0.7% | -3.2% | +3.9% | +2.2% |
| 30D | +2.6% | -4.4% | +7.1% | +4.6% |
| 3M | -9.9% | +7.9% | -17.7% | -13.7% |
| 6M | +1.9% | +8.7% | -6.8% | -3.2% |
| YTD | -32.2% | +33.0% | -65.2% | -41.6% |
| 1Y | -22.8% | +46.7% | -69.5% | -36.5% |
| 3Y | -47.6% | +153.0% | -200.6% | -65.8% |
| 5Y | -92.7% | +222.3% | -315.0% | -95.6% |
| All | -77.7% | +269.5% | -347.2% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling