+30.5%
SNOW vs W
-62.5%
+93.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +8.4% | +5.9% | +2.5% | +6.5% |
| 30D | -1.0% | -3.0% | +2.1% | -0.2% |
| 3M | +38.3% | +40.3% | -2.0% | +20.5% |
| 6M | +81.3% | +32.2% | +49.1% | +58.4% |
| YTD | +51.1% | -0.3% | +51.4% | +42.9% |
| 1Y | +47.0% | +16.2% | +30.8% | +28.8% |
| 3Y | +99.7% | +40.7% | +59.0% | +41.2% |
| 5Y | +3.6% | -62.3% | +65.9% | -8.6% |
| All | +30.5% | -62.5% | +93.1% | +11.7% |
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