-53.5%
SNAP vs WAT
+82.3%
-135.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +6.0% | +0.6% | +5.5% | +5.7% |
| 30D | -13.8% | +5.4% | -19.2% | -15.5% |
| 3M | -0.8% | +11.3% | -12.1% | -5.1% |
| 6M | -6.2% | +37.4% | -43.7% | -17.8% |
| YTD | -34.8% | +21.2% | -56.0% | -40.4% |
| 1Y | -38.7% | +21.3% | -60.0% | -44.0% |
| 3Y | -53.5% | +83.4% | -136.8% | -63.0% |
| All | -53.5% | +82.3% | -135.8% | -63.0% |
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