+29.6%
SNOW vs NWSA
+101.4%
-71.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -2.8% | +0.4% | -0.8% |
| 30D | -1.0% | +3.0% | -4.0% | -2.7% |
| 3M | +36.9% | +12.3% | +24.5% | +27.1% |
| 6M | +83.4% | +21.9% | +61.5% | +62.3% |
| YTD | +50.0% | +13.6% | +36.4% | +38.3% |
| 1Y | +46.5% | +0.5% | +46.0% | +44.3% |
| 3Y | +93.3% | +43.8% | +49.6% | +51.1% |
| 5Y | +3.3% | +41.2% | -37.9% | -20.9% |
| All | +29.6% | +101.4% | -71.9% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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