+32.1%
SNOW vs BWA
+94.8%
-62.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +4.9% | +4.3% | +0.6% | +3.4% |
| 30D | +1.5% | -2.9% | +4.4% | +2.4% |
| 3M | +39.5% | -12.4% | +52.0% | +45.0% |
| 6M | +85.9% | +28.6% | +57.3% | +65.8% |
| YTD | +52.9% | +48.2% | +4.7% | +25.3% |
| 1Y | +48.1% | +50.9% | -2.8% | +19.9% |
| 3Y | +102.2% | +72.2% | +30.0% | +48.8% |
| 5Y | +5.5% | +91.1% | -85.6% | -29.4% |
| All | +32.1% | +94.8% | -62.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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