+32.8%
SNOW vs WDAY
-6.6%
+39.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -1.4% |
| 7D | +2.8% | -4.4% | +7.2% | +6.4% |
| 30D | +6.4% | +14.7% | -8.3% | -6.0% |
| 3M | +38.1% | +32.4% | +5.7% | +6.1% |
| 6M | +100.4% | +36.9% | +63.5% | +49.1% |
| YTD | +53.7% | -8.8% | +62.6% | +56.7% |
| 1Y | +52.0% | -15.3% | +67.2% | +61.3% |
| 3Y | +114.7% | -21.2% | +135.9% | +124.9% |
| 5Y | +8.8% | -29.5% | +38.3% | +24.2% |
| All | +32.8% | -6.6% | +39.4% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling