-22.8%
SNAP vs WTW
+3.0%
-25.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.6% |
| 7D | +0.7% | -2.6% | +3.4% | +1.2% |
| 30D | +2.6% | -1.0% | +3.6% | +2.8% |
| 3M | -9.9% | +29.9% | -39.8% | -12.7% |
| 6M | +1.9% | +10.7% | -8.8% | -0.6% |
| YTD | -32.2% | +2.6% | -34.8% | -33.1% |
| 1Y | -22.8% | +2.8% | -25.6% | -21.5% |
| All | -22.8% | +3.0% | -25.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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