-38.7%
SNAP vs WU
-15.0%
-23.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +6.0% | -2.0% | +8.1% | +6.6% |
| 30D | -13.8% | +11.4% | -25.2% | -17.4% |
| 3M | -0.8% | -6.8% | +6.1% | +1.1% |
| 6M | -6.2% | -14.6% | +8.4% | -5.5% |
| YTD | -34.8% | -20.6% | -14.2% | -32.7% |
| 1Y | -38.7% | -15.4% | -23.3% | -37.0% |
| All | -38.7% | -15.0% | -23.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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