+94.8%
SNOW vs WAB
+164.8%
-70.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +8.4% | +0.2% | +8.1% | +8.3% |
| 30D | -1.0% | -4.6% | +3.6% | +0.6% |
| 3M | +38.3% | +5.6% | +32.7% | +33.9% |
| 6M | +81.3% | +13.8% | +67.5% | +66.4% |
| YTD | +51.1% | +31.9% | +19.3% | +25.5% |
| 1Y | +47.0% | +48.3% | -1.3% | +12.7% |
| All | +94.8% | +164.8% | -70.0% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling