+29.8%
SNOW vs WDAY
-11.7%
+41.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -7.5% | -10.5% | +3.0% | +0.3% |
| 30D | -1.3% | +2.1% | -3.4% | -4.9% |
| 3M | +37.4% | +34.6% | +2.8% | +3.7% |
| 6M | +88.1% | +29.9% | +58.2% | +45.2% |
| YTD | +50.3% | -13.8% | +64.1% | +59.5% |
| 1Y | +46.0% | -18.3% | +64.3% | +58.6% |
| 3Y | +98.7% | -26.2% | +124.8% | +118.4% |
| 5Y | +3.5% | -30.8% | +34.3% | +20.3% |
| All | +29.8% | -11.7% | +41.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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