+32.8%
SNOW vs CDW
+43.2%
-10.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.9% |
| 7D | +2.8% | +3.2% | -0.4% | +1.3% |
| 30D | +6.4% | +9.3% | -2.9% | +1.1% |
| 3M | +38.1% | +9.8% | +28.3% | +29.0% |
| 6M | +100.4% | +23.3% | +77.1% | +70.8% |
| YTD | +53.7% | +13.7% | +40.1% | +36.3% |
| 1Y | +52.0% | -6.5% | +58.4% | +51.5% |
| 3Y | +114.7% | -25.2% | +139.9% | +137.2% |
| 5Y | +8.8% | -19.5% | +28.3% | +6.7% |
| All | +32.8% | +43.2% | -10.4% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling