-44.7%
SNAP vs WETO
-99.4%
+54.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.1% | -3.1% | +4.0% |
| 7D | -3.2% | -19.9% | +16.7% | -3.2% |
| 30D | +0.2% | -42.7% | +42.8% | -0.2% |
| 3M | +2.6% | -97.7% | +100.3% | +7.0% |
| 6M | +12.4% | -94.4% | +106.9% | +12.8% |
| YTD | -31.6% | -97.0% | +65.4% | -30.7% |
| 1Y | -21.7% | -98.9% | +77.2% | -19.9% |
| All | -44.7% | -99.4% | +54.6% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling