+17.6%
SNOW vs WDAY
-9.0%
+26.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.6% |
| 7D | +10.8% | -4.8% | +15.6% | +14.6% |
| 30D | -16.5% | +2.5% | -19.0% | -18.5% |
| 3M | -10.1% | +8.8% | -18.9% | -18.2% |
| 6M | +96.5% | +60.7% | +35.8% | +28.2% |
| YTD | +36.2% | -11.2% | +47.4% | +39.8% |
| 1Y | +10.7% | -15.6% | +26.3% | +17.3% |
| 3Y | +86.2% | -17.1% | +103.3% | +83.7% |
| 5Y | -22.7% | -35.7% | +13.0% | -7.3% |
| All | +17.6% | -9.0% | +26.7% | +11.0% |
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