+14.6%
SNOW vs BBWI
+3.2%
+11.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.0% |
| 7D | +5.5% | +0.1% | +5.3% | +5.4% |
| 30D | -13.2% | +12.9% | -26.0% | -16.4% |
| 3M | -13.7% | +16.0% | -29.7% | -18.4% |
| 6M | +91.0% | +16.6% | +74.4% | +78.3% |
| YTD | +32.7% | +9.7% | +22.9% | +24.1% |
| 1Y | +13.3% | +1.5% | +11.8% | +6.8% |
| 3Y | +83.4% | -21.4% | +104.7% | +73.6% |
| 5Y | -24.7% | -67.6% | +42.9% | -9.1% |
| All | +14.6% | +3.2% | +11.4% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling