-79.7%
SNAP vs WAT
+193.8%
-273.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.5% |
| YTD | -38.5% | +20.5% | -59.0% | -45.1% |
| 1Y | -38.1% | +23.3% | -61.4% | -45.4% |
| 3Y | -53.8% | +81.5% | -135.3% | -68.5% |
| 5Y | -90.7% | +33.4% | -124.1% | -92.5% |
| All | -79.7% | +193.8% | -273.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling