+52.0%
SNOW vs WAT
+41.4%
+10.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | +2.8% | -1.3% | +4.1% | +3.2% |
| 30D | +6.4% | +2.3% | +4.1% | +5.8% |
| 3M | +38.1% | +8.7% | +29.3% | +34.8% |
| 6M | +100.4% | +28.3% | +72.1% | +90.0% |
| YTD | +53.7% | +7.8% | +45.9% | +48.1% |
| 1Y | +52.0% | +36.6% | +15.4% | +39.5% |
| All | +52.0% | +41.4% | +10.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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