+209.7%
WELL vs SNAP
-46.7%
+256.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -2.0% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | -0.1% | +2.6% | -2.7% | -0.1% |
| 3M | +18.0% | -9.9% | +27.9% | +18.2% |
| 6M | +15.0% | +1.9% | +13.1% | +14.8% |
| YTD | +28.6% | -32.2% | +60.8% | +29.3% |
| 1Y | +42.9% | -22.8% | +65.8% | +43.1% |
| All | +209.7% | -46.7% | +256.4% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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