-43.7%
SNAP vs WTW
+60.9%
-104.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.7% |
| 7D | -5.0% | -7.1% | +2.1% | -4.0% |
| 30D | -0.7% | -8.5% | +7.8% | +0.5% |
| 3M | -5.0% | +20.6% | -25.6% | -6.8% |
| 6M | +3.5% | +7.2% | -3.7% | +2.4% |
| YTD | -34.2% | -3.9% | -30.3% | -34.3% |
| 1Y | -27.1% | -3.6% | -23.5% | -27.2% |
| All | -43.7% | +60.9% | -104.7% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling