+29.6%
SNOW vs WBD
+17.1%
+12.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -1.0% | +1.4% | -2.4% | -1.3% |
| 3M | +36.9% | +4.4% | +32.5% | +35.3% |
| 6M | +83.4% | +0.8% | +82.5% | +82.6% |
| YTD | +50.0% | -2.7% | +52.7% | +50.6% |
| 1Y | +46.5% | +73.4% | -26.9% | +27.1% |
| 3Y | +93.3% | +142.1% | -48.8% | +45.6% |
| 5Y | +3.3% | +7.2% | -3.9% | -17.0% |
| All | +29.6% | +17.1% | +12.4% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling