+32.8%
SNOW vs WAB
+334.4%
-301.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.8% |
| 7D | +2.8% | -3.2% | +6.0% | +4.4% |
| 30D | +6.4% | -4.4% | +10.9% | +8.6% |
| 3M | +38.1% | +7.9% | +30.2% | +31.2% |
| 6M | +100.4% | +8.7% | +91.7% | +86.7% |
| YTD | +53.7% | +33.0% | +20.7% | +26.8% |
| 1Y | +52.0% | +46.7% | +5.3% | +17.9% |
| 3Y | +114.7% | +153.0% | -38.3% | +21.0% |
| 5Y | +8.8% | +222.3% | -213.5% | -46.1% |
| All | +32.8% | +334.4% | -301.6% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling