-39.0%
SNAP vs WST
+49.3%
-88.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -9.8% | +1.0% | -10.8% | -9.9% |
| 30D | -18.2% | +12.3% | -30.5% | -20.3% |
| 3M | -3.1% | +17.5% | -20.6% | -6.9% |
| 6M | -7.1% | +28.2% | -35.3% | -12.5% |
| YTD | -33.8% | +50.4% | -84.2% | -41.2% |
| 1Y | -39.0% | +49.3% | -88.3% | -45.8% |
| All | -39.0% | +49.3% | -88.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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