+32.1%
SNOW vs GWW
+281.0%
-248.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.6% |
| 7D | +4.9% | -1.5% | +6.4% | +5.7% |
| 30D | +1.5% | +1.1% | +0.4% | +1.1% |
| 3M | +39.5% | -1.0% | +40.5% | +39.2% |
| 6M | +85.9% | +16.3% | +69.6% | +71.8% |
| YTD | +52.9% | +28.5% | +24.4% | +33.7% |
| 1Y | +48.1% | +30.3% | +17.8% | +28.2% |
| 3Y | +102.2% | +91.6% | +10.6% | +46.3% |
| 5Y | +5.5% | +224.0% | -218.5% | -35.5% |
| All | +32.1% | +281.0% | -248.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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