+32.1%
SNOW vs ITW
+54.5%
-22.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +4.9% | -0.4% | +5.4% | +5.2% |
| 30D | +1.5% | -9.4% | +10.9% | +6.5% |
| 3M | +39.5% | +7.1% | +32.4% | +33.8% |
| 6M | +85.9% | -1.9% | +87.7% | +85.6% |
| YTD | +52.9% | +10.4% | +42.5% | +40.7% |
| 1Y | +48.1% | +3.3% | +44.8% | +41.5% |
| 3Y | +102.2% | +21.0% | +81.2% | +72.8% |
| 5Y | +5.5% | +36.3% | -30.8% | -19.9% |
| All | +32.1% | +54.5% | -22.4% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling