+29.6%
SNOW vs WAB
+335.0%
-305.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | -1.0% | -4.1% | +3.1% | +0.9% |
| 3M | +36.9% | +8.2% | +28.7% | +30.0% |
| 6M | +83.4% | +15.4% | +67.9% | +65.4% |
| YTD | +50.0% | +33.1% | +16.8% | +23.6% |
| 1Y | +46.5% | +48.1% | -1.5% | +13.1% |
| 3Y | +93.3% | +167.7% | -74.4% | +5.7% |
| 5Y | +3.3% | +225.7% | -222.4% | -49.0% |
| All | +29.6% | +335.0% | -305.4% | -31.1% |
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