+202.0%
WMB vs SNAP
-90.3%
+292.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.8% |
| 7D | +8.1% | +2.6% | +5.5% | +8.0% |
| 30D | -6.9% | -19.6% | +12.7% | -6.3% |
| 3M | -5.1% | +0.4% | -5.5% | -5.3% |
| 6M | -5.7% | -5.9% | +0.2% | -5.8% |
| YTD | +18.1% | -35.3% | +53.4% | +19.4% |
| 1Y | +18.4% | -42.6% | +61.0% | +20.4% |
| 3Y | +122.7% | -53.9% | +176.6% | +123.4% |
| 5Y | +202.0% | -90.3% | +292.3% | +231.9% |
| All | +202.0% | -90.3% | +292.3% | +231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling