+18.6%
SNOW vs WM
+125.1%
-106.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +3.7% | +0.8% | +2.9% | +3.5% |
| 30D | -16.4% | +13.8% | -30.2% | -19.1% |
| 3M | -9.9% | +6.4% | -16.2% | -11.3% |
| 6M | +98.8% | +13.2% | +85.6% | +91.3% |
| YTD | +37.3% | +10.8% | +26.6% | +33.1% |
| 1Y | +11.0% | +20.2% | -9.1% | +5.0% |
| 3Y | +87.8% | +46.5% | +41.3% | +64.0% |
| 5Y | -18.4% | +61.3% | -79.7% | -31.3% |
| All | +18.6% | +125.1% | -106.4% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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