+17.6%
SNOW vs CDW
+62.4%
-44.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.7% |
| 7D | +10.8% | +9.1% | +1.7% | +5.8% |
| 30D | -16.5% | +13.7% | -30.2% | -22.4% |
| 3M | -10.1% | +27.0% | -37.1% | -22.1% |
| 6M | +96.5% | +75.9% | +20.7% | +39.1% |
| YTD | +36.2% | +28.9% | +7.3% | +11.4% |
| 1Y | +10.7% | +19.6% | -8.9% | -5.2% |
| 3Y | +86.2% | -14.6% | +100.8% | +89.1% |
| 5Y | -22.7% | -3.2% | -19.6% | -31.3% |
| All | +17.6% | +62.4% | -44.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling