+84.4%
SNOW vs BBWI
-23.6%
+108.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +0.2% | -4.2% | +4.5% | +1.1% |
| 30D | -19.8% | +24.9% | -44.7% | -23.4% |
| 3M | -11.6% | +13.2% | -24.8% | -14.4% |
| 6M | +94.0% | +12.1% | +81.9% | +87.1% |
| YTD | +34.8% | +11.1% | +23.8% | +29.1% |
| 1Y | +10.1% | +0.7% | +9.4% | +6.6% |
| 3Y | +84.4% | -23.8% | +108.1% | +86.1% |
| All | +84.4% | -23.6% | +108.0% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling