-45.6%
SNAP vs WETO
-99.4%
+53.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +1.5% | -57.2% | +58.7% | +1.4% |
| 30D | +1.9% | -48.8% | +50.7% | +1.5% |
| 3M | -3.9% | -97.7% | +93.8% | +0.1% |
| 6M | +5.2% | -94.3% | +99.5% | +5.5% |
| YTD | -32.7% | -97.0% | +64.3% | -31.8% |
| 1Y | -24.8% | -98.9% | +74.1% | -23.0% |
| All | -45.6% | -99.4% | +53.7% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling