+13.3%
SNOW vs WAB
+42.5%
-29.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.7% |
| 7D | +5.5% | +5.1% | +0.4% | +6.3% |
| 30D | -13.2% | +4.0% | -17.2% | -12.5% |
| 3M | -13.7% | +0.1% | -13.8% | -14.4% |
| 6M | +91.0% | +12.8% | +78.2% | +98.9% |
| YTD | +32.7% | +40.1% | -7.4% | +33.9% |
| 1Y | +13.3% | +46.4% | -33.1% | +13.0% |
| All | +13.3% | +42.5% | -29.3% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling