+29.6%
SNOW vs BBWI
-10.4%
+40.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -2.1% |
| 7D | -2.4% | -4.8% | +2.4% | -1.2% |
| 30D | -1.0% | +3.5% | -4.5% | -2.5% |
| 3M | +36.9% | -0.3% | +37.2% | +35.3% |
| 6M | +83.4% | -5.4% | +88.7% | +81.6% |
| YTD | +50.0% | -4.7% | +54.7% | +47.2% |
| 1Y | +46.5% | -30.5% | +77.0% | +55.8% |
| 3Y | +93.3% | -44.3% | +137.7% | +106.3% |
| 5Y | +3.3% | -66.9% | +70.2% | +27.8% |
| All | +29.6% | -10.4% | +40.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling