+32.8%
SNOW vs BBWI
-5.9%
+38.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.3% | -6.2% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | +6.4% | -5.2% | +11.6% | +7.6% |
| 3M | +38.1% | +11.1% | +27.0% | +32.4% |
| 6M | +100.4% | -13.4% | +113.8% | +103.9% |
| YTD | +53.7% | +0.1% | +53.6% | +48.9% |
| 1Y | +52.0% | -36.1% | +88.1% | +66.3% |
| 3Y | +114.7% | -44.1% | +158.8% | +129.9% |
| 5Y | +8.8% | -66.2% | +75.0% | +33.4% |
| All | +32.8% | -5.9% | +38.7% | +43.5% |
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