+102.2%
SNOW vs W
+44.2%
+58.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.9% | +6.5% | -1.6% | +3.7% |
| 30D | +1.5% | -6.2% | +7.7% | +2.6% |
| 3M | +39.5% | +48.9% | -9.3% | +26.5% |
| 6M | +85.9% | +31.2% | +54.7% | +71.7% |
| YTD | +52.9% | -0.4% | +53.4% | +48.6% |
| 1Y | +48.1% | +14.8% | +33.3% | +37.4% |
| 3Y | +102.2% | +40.5% | +61.7% | +62.7% |
| All | +102.2% | +44.2% | +58.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling