-92.9%
SNAP vs WTW
+45.2%
-138.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -0.3% |
| 7D | -5.0% | -7.1% | +2.1% | -1.2% |
| 30D | -0.7% | -8.5% | +7.8% | +4.1% |
| 3M | -5.0% | +20.6% | -25.6% | -14.3% |
| 6M | +3.5% | +7.2% | -3.7% | -1.3% |
| YTD | -34.2% | -3.9% | -30.3% | -33.7% |
| 1Y | -27.1% | -3.6% | -23.5% | -27.2% |
| 3Y | -43.5% | +60.7% | -104.1% | -67.2% |
| 5Y | -92.9% | +42.2% | -135.0% | -95.5% |
| All | -92.9% | +45.2% | -138.1% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling