+32.8%
SNOW vs NWSA
+107.2%
-74.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.3% |
| 7D | +2.8% | -1.9% | +4.7% | +4.1% |
| 30D | +6.4% | +4.6% | +1.8% | +3.5% |
| 3M | +38.1% | +13.2% | +24.9% | +27.6% |
| 6M | +100.4% | +27.0% | +73.4% | +73.3% |
| YTD | +53.7% | +16.8% | +36.9% | +39.4% |
| 1Y | +52.0% | +4.5% | +47.4% | +46.0% |
| 3Y | +114.7% | +46.2% | +68.4% | +66.1% |
| 5Y | +8.8% | +40.9% | -32.2% | -18.0% |
| All | +32.8% | +107.2% | -74.4% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling