+23.7%
WMB vs SNAP
-22.3%
+46.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.9% | -12.3% | -5.9% |
| 7D | -8.6% | -0.7% | -8.0% | -8.5% |
| 30D | -4.2% | +5.5% | -9.7% | -3.7% |
| 3M | -4.4% | +2.2% | -6.7% | -4.0% |
| 6M | -8.7% | -4.1% | -4.6% | -7.7% |
| YTD | +15.4% | -26.6% | +42.0% | +17.8% |
| 1Y | +23.7% | -20.7% | +44.5% | +24.8% |
| All | +23.7% | -22.3% | +46.1% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling