-53.5%
SNAP vs WTW
+44.7%
-98.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | +6.0% | +2.0% | +4.1% | +5.7% |
| 30D | -13.8% | +12.9% | -26.6% | -15.4% |
| 3M | -0.8% | +0.7% | -1.5% | -1.1% |
| 6M | -6.2% | +39.5% | -45.7% | -9.3% |
| YTD | -34.8% | +3.1% | -37.9% | -35.8% |
| 1Y | -38.7% | +4.8% | -43.5% | -39.6% |
| 3Y | -53.5% | +42.9% | -96.4% | -55.3% |
| All | -53.5% | +44.7% | -98.2% | -55.3% |
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