+391.6%
WELL vs SNAP
-79.0%
+470.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.8% |
| 7D | +3.5% | -7.3% | +10.8% | +3.9% |
| 30D | +9.7% | -18.9% | +28.6% | +11.0% |
| 3M | +4.8% | -5.3% | +10.0% | +4.9% |
| 6M | +16.1% | -16.9% | +33.0% | +16.7% |
| YTD | +34.7% | -37.4% | +72.1% | +37.4% |
| 1Y | +31.9% | -38.5% | +70.4% | +34.6% |
| 3Y | +209.9% | -55.1% | +264.9% | +212.1% |
| 5Y | +226.5% | -90.8% | +317.3% | +253.8% |
| All | +391.6% | -79.0% | +470.5% | +306.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling