+32.8%
SNOW vs WAT
+97.8%
-65.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | +2.8% | -1.3% | +4.1% | +3.4% |
| 30D | +6.4% | +2.3% | +4.1% | +5.4% |
| 3M | +38.1% | +8.7% | +29.3% | +32.8% |
| 6M | +100.4% | +28.3% | +72.1% | +79.3% |
| YTD | +53.7% | +7.8% | +45.9% | +46.7% |
| 1Y | +52.0% | +36.6% | +15.4% | +29.6% |
| 3Y | +114.7% | +45.7% | +69.0% | +64.2% |
| 5Y | +8.8% | -3.3% | +12.1% | -1.1% |
| All | +32.8% | +97.8% | -65.0% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling