-22.8%
SNAP vs WETO
-98.9%
+76.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -20.8% | +16.8% | -4.1% |
| 7D | +0.7% | -55.4% | +56.2% | +0.5% |
| 30D | +2.6% | -48.5% | +51.1% | +2.4% |
| 3M | -9.9% | -97.5% | +87.6% | -5.2% |
| 6M | +1.9% | -94.2% | +96.1% | +2.2% |
| YTD | -32.2% | -97.0% | +64.8% | -31.3% |
| 1Y | -22.8% | -98.9% | +76.1% | -22.0% |
| All | -22.8% | -98.9% | +76.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling