+29.6%
SNOW vs ITW
+54.2%
-24.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -1.0% | -8.3% | +7.3% | +3.3% |
| 3M | +36.9% | +6.0% | +30.8% | +32.0% |
| 6M | +83.4% | 0.0% | +83.4% | +81.1% |
| YTD | +50.0% | +10.2% | +39.7% | +38.1% |
| 1Y | +46.5% | +3.2% | +43.3% | +40.1% |
| 3Y | +93.3% | +21.0% | +72.4% | +65.2% |
| 5Y | +3.3% | +37.9% | -34.6% | -21.4% |
| All | +29.6% | +54.2% | -24.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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