+86.2%
SNOW vs W
+151.3%
-65.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.7% |
| 7D | +0.2% | +3.3% | -3.1% | -0.5% |
| 30D | -21.1% | +10.5% | -31.6% | -22.6% |
| 3M | -11.9% | +9.6% | -21.5% | -13.7% |
| 6M | +91.0% | +76.4% | +14.6% | +67.5% |
| YTD | +32.7% | +16.4% | +16.3% | +25.2% |
| 1Y | +10.8% | +9.3% | +1.4% | +5.3% |
| 3Y | +86.2% | +172.8% | -86.6% | +36.6% |
| All | +86.2% | +151.3% | -65.1% | +36.6% |
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