-21.7%
SNAP vs WTW
-2.8%
-18.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.8% |
| 7D | -3.2% | -7.8% | +4.6% | -1.6% |
| 30D | +0.2% | -7.9% | +8.1% | +1.7% |
| 3M | +2.6% | +19.9% | -17.3% | +0.6% |
| 6M | +12.4% | +9.8% | +2.6% | +10.6% |
| YTD | -31.6% | -3.3% | -28.3% | -31.6% |
| 1Y | -21.7% | -3.3% | -18.4% | -18.8% |
| All | -21.7% | -2.8% | -18.9% | -18.8% |
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