-53.8%
SNAP vs WU
-21.7%
-32.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.6% |
| 7D | -7.1% | +11.7% | -18.8% | -12.6% |
| 30D | -14.6% | +12.6% | -27.2% | -20.2% |
| 3M | -5.0% | -0.5% | -4.5% | -5.4% |
| 6M | -18.8% | -18.2% | -0.6% | -12.4% |
| YTD | -38.5% | -19.0% | -19.5% | -33.8% |
| 1Y | -38.1% | -16.7% | -21.4% | -34.8% |
| 3Y | -53.8% | -21.0% | -32.8% | -50.4% |
| All | -53.8% | -21.7% | -32.1% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling