+14.6%
SNOW vs W
-58.1%
+72.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | -13.2% | +6.8% | -20.0% | -15.2% |
| 3M | -13.7% | +10.7% | -24.4% | -17.0% |
| 6M | +91.0% | +86.3% | +4.6% | +50.1% |
| YTD | +32.7% | +11.5% | +21.2% | +20.6% |
| 1Y | +13.3% | +5.1% | +8.2% | +4.1% |
| 3Y | +83.4% | +171.0% | -87.6% | +1.9% |
| 5Y | -24.7% | -56.6% | +31.9% | -36.4% |
| All | +14.6% | -58.1% | +72.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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