-43.1%
SNAP vs WETO
-99.4%
+56.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +2.9% |
| 7D | +3.8% | -4.3% | +8.2% | +3.8% |
| 30D | +9.2% | -39.9% | +49.1% | +8.7% |
| 3M | +6.6% | -97.9% | +104.5% | +11.2% |
| 6M | +16.9% | -95.0% | +111.9% | +17.4% |
| YTD | -29.6% | -97.2% | +67.5% | -28.7% |
| 1Y | -22.1% | -98.9% | +76.8% | -20.3% |
| All | -43.1% | -99.4% | +56.3% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling