+14.6%
SNOW vs WAB
+357.6%
-343.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.2% |
| 7D | +5.5% | +5.1% | +0.4% | +3.1% |
| 30D | -13.2% | +4.0% | -17.2% | -14.7% |
| 3M | -13.7% | +0.1% | -13.8% | -13.9% |
| 6M | +91.0% | +12.8% | +78.2% | +77.1% |
| YTD | +32.7% | +40.1% | -7.4% | +6.7% |
| 1Y | +13.3% | +46.4% | -33.1% | -11.4% |
| 3Y | +83.4% | +167.4% | -84.0% | +0.9% |
| 5Y | -24.7% | +215.0% | -239.7% | -63.1% |
| All | +14.6% | +357.6% | -343.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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