+5.5%
SNOW vs WAT
-4.5%
+9.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +4.9% | -0.7% | +5.6% | +5.2% |
| 30D | +1.5% | -1.0% | +2.5% | +1.9% |
| 3M | +39.5% | +10.9% | +28.6% | +32.9% |
| 6M | +85.9% | +33.2% | +52.7% | +63.7% |
| YTD | +52.9% | +6.1% | +46.9% | +46.9% |
| 1Y | +48.1% | +30.2% | +17.9% | +28.6% |
| 3Y | +102.2% | +52.9% | +49.3% | +47.1% |
| 5Y | +5.5% | -5.1% | +10.6% | -1.6% |
| All | +5.5% | -4.5% | +9.9% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling