-79.4%
SNAP vs WAT
+206.1%
-285.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | -0.3% |
| 7D | -7.3% | +6.0% | -13.4% | -9.8% |
| 30D | -18.9% | +9.9% | -28.8% | -22.6% |
| 3M | -5.3% | +17.2% | -22.4% | -12.6% |
| 6M | -16.9% | +34.2% | -51.2% | -28.7% |
| YTD | -37.4% | +25.5% | -62.9% | -45.3% |
| 1Y | -38.5% | +28.3% | -66.7% | -46.9% |
| 3Y | -55.1% | +88.4% | -143.4% | -70.0% |
| 5Y | -90.8% | +36.1% | -126.9% | -92.7% |
| All | -79.4% | +206.1% | -285.5% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling