+120.7%
WMB vs SNAP
-52.9%
+173.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | +2.1% |
| 7D | +1.6% | -9.8% | +11.4% | +1.6% |
| 30D | -7.1% | -18.2% | +11.1% | -6.9% |
| 3M | -4.0% | -3.1% | -0.9% | -4.0% |
| 6M | -5.7% | -7.1% | +1.4% | -5.6% |
| YTD | +17.2% | -33.8% | +51.0% | +18.5% |
| 1Y | +17.2% | -39.0% | +56.2% | +18.8% |
| All | +120.7% | -52.9% | +173.6% | +114.7% |
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 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