+5.5%
SNOW vs WDAY
-32.3%
+37.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +3.2% |
| 7D | +4.9% | -6.1% | +11.0% | +10.1% |
| 30D | +1.5% | +3.7% | -2.2% | -3.5% |
| 3M | +39.5% | +29.6% | +10.0% | +7.6% |
| 6M | +85.9% | +23.3% | +62.6% | +48.3% |
| YTD | +52.9% | -13.3% | +66.2% | +62.3% |
| 1Y | +48.1% | -19.6% | +67.8% | +64.3% |
| 3Y | +102.2% | -25.7% | +127.8% | +120.4% |
| 5Y | +5.5% | -31.6% | +37.0% | +46.3% |
| All | +5.5% | -32.3% | +37.8% | +46.3% |
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