-91.0%
SNAP vs WAT
+32.4%
-123.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.1% |
| 7D | -7.1% | -1.1% | -6.0% | -6.4% |
| 30D | -14.6% | +5.0% | -19.6% | -16.6% |
| 3M | -5.0% | +14.5% | -19.5% | -11.3% |
| 6M | -18.8% | +30.9% | -49.7% | -29.4% |
| YTD | -38.5% | +20.5% | -59.0% | -45.0% |
| 1Y | -38.1% | +23.3% | -61.4% | -45.3% |
| 3Y | -53.8% | +81.5% | -135.3% | -69.6% |
| All | -91.0% | +32.4% | -123.3% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling