-52.7%
SNAP vs WAT
+86.6%
-139.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.2% |
| 7D | -9.8% | +0.7% | -10.5% | -10.0% |
| 30D | -18.2% | +9.0% | -27.2% | -21.0% |
| 3M | -3.1% | +13.5% | -16.6% | -8.1% |
| 6M | -7.1% | +35.3% | -42.4% | -18.2% |
| YTD | -33.8% | +24.0% | -57.8% | -40.0% |
| 1Y | -39.0% | +22.0% | -61.0% | -44.4% |
| All | -52.7% | +86.6% | -139.3% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling