+5.5%
SNOW vs BBWI
-66.8%
+72.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.5% |
| 7D | +4.9% | +1.6% | +3.4% | +4.4% |
| 30D | +1.5% | -6.2% | +7.7% | +3.0% |
| 3M | +39.5% | +4.3% | +35.2% | +35.9% |
| 6M | +85.9% | -7.2% | +93.1% | +85.3% |
| YTD | +52.9% | -3.0% | +56.0% | +49.0% |
| 1Y | +48.1% | -30.8% | +78.9% | +59.2% |
| 3Y | +102.2% | -43.4% | +145.6% | +114.6% |
| 5Y | +5.5% | -66.7% | +72.2% | +69.9% |
| All | +5.5% | -66.8% | +72.3% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling