-78.7%
SNAP vs WAT
+196.8%
-275.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.3% |
| 7D | +2.6% | +2.0% | +0.5% | +1.5% |
| 30D | -19.6% | +7.7% | -27.3% | -22.5% |
| 3M | +0.4% | +11.1% | -10.7% | -4.9% |
| 6M | -5.9% | +31.2% | -37.2% | -18.4% |
| YTD | -35.3% | +21.7% | -57.0% | -42.6% |
| 1Y | -42.6% | +19.3% | -61.9% | -48.6% |
| 3Y | -53.9% | +80.6% | -134.5% | -68.5% |
| 5Y | -90.3% | +29.5% | -119.8% | -92.1% |
| All | -78.7% | +196.8% | -275.5% | -90.5% |
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