-77.5%
SNAP vs WTW
+175.1%
-252.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.7% |
| 7D | -3.2% | -7.8% | +4.6% | +1.1% |
| 30D | +0.2% | -7.9% | +8.1% | +4.7% |
| 3M | +2.6% | +19.9% | -17.3% | -7.1% |
| 6M | +12.4% | +9.8% | +2.6% | +5.7% |
| YTD | -31.6% | -3.3% | -28.3% | -31.6% |
| 1Y | -21.7% | -3.3% | -18.4% | -22.3% |
| 3Y | -41.2% | +61.5% | -102.8% | -59.6% |
| 5Y | -92.6% | +42.6% | -135.2% | -94.4% |
| All | -77.5% | +175.1% | -252.5% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling