+14.7%
WMB vs SNAP
-39.9%
+54.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | -6.9% | -10.6% | +3.6% | -7.3% |
| 30D | -7.2% | -19.7% | +12.6% | -8.2% |
| 3M | -5.4% | -6.5% | +1.1% | -5.4% |
| 6M | -4.9% | -17.8% | +12.9% | -4.7% |
| YTD | +14.7% | -38.0% | +52.7% | +14.1% |
| 1Y | +14.7% | -42.5% | +57.2% | +15.7% |
| All | +14.7% | -39.9% | +54.6% | +15.7% |
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