-18.4%
SNOW vs WDAY
-34.4%
+16.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.0% |
| 7D | +3.7% | -5.3% | +8.9% | +7.7% |
| 30D | -16.4% | +1.5% | -18.0% | -17.9% |
| 3M | -9.9% | +5.5% | -15.3% | -16.3% |
| 6M | +98.8% | +57.4% | +41.4% | +30.0% |
| YTD | +37.3% | -11.0% | +48.3% | +41.3% |
| 1Y | +11.0% | -15.8% | +26.8% | +18.5% |
| 3Y | +87.8% | -16.9% | +104.7% | +82.5% |
| 5Y | -18.4% | -35.3% | +16.9% | +31.8% |
| All | -18.4% | -34.4% | +16.0% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling