+264.8%
WMB vs SNAP
-79.3%
+344.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | -13.8% | -7.1% | -6.7% | -13.5% |
| 30D | -10.3% | -14.6% | +4.3% | -9.6% |
| 3M | -10.1% | -5.0% | -5.1% | -10.1% |
| 6M | -11.8% | -18.8% | +7.0% | -11.3% |
| YTD | +8.9% | -38.5% | +47.5% | +11.2% |
| 1Y | +14.0% | -38.1% | +52.0% | +16.2% |
| 3Y | +100.5% | -53.8% | +154.3% | +101.7% |
| 5Y | +179.5% | -90.7% | +270.2% | +201.6% |
| All | +264.8% | -79.3% | +344.1% | +208.0% |
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