-77.7%
SNAP vs WTW
+191.9%
-269.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.9% |
| 7D | +0.7% | -2.6% | +3.4% | +2.2% |
| 30D | +2.6% | -1.0% | +3.6% | +3.3% |
| 3M | -9.9% | +29.9% | -39.8% | -21.8% |
| 6M | +1.9% | +10.7% | -8.8% | -4.5% |
| YTD | -32.2% | +2.6% | -34.8% | -34.3% |
| 1Y | -22.8% | +2.8% | -25.6% | -25.8% |
| 3Y | -47.6% | +67.3% | -114.9% | -64.6% |
| 5Y | -92.7% | +56.6% | -149.4% | -94.8% |
| All | -77.7% | +191.9% | -269.6% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling