+3.5%
SNOW vs WAB
+220.1%
-216.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -7.5% | -0.2% | -7.3% | -7.4% |
| 30D | -1.3% | -5.9% | +4.5% | +2.0% |
| 3M | +37.4% | +9.4% | +28.1% | +28.0% |
| 6M | +88.1% | +13.8% | +74.2% | +66.8% |
| YTD | +50.3% | +31.8% | +18.6% | +18.6% |
| 1Y | +46.0% | +48.5% | -2.5% | +4.8% |
| 3Y | +98.7% | +167.0% | -68.3% | -12.9% |
| 5Y | +3.5% | +222.3% | -218.8% | -62.6% |
| All | +3.5% | +220.1% | -216.6% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling