-22.7%
SNOW vs WM
+63.0%
-85.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | +10.8% | +1.2% | +9.6% | +10.5% |
| 30D | -16.5% | +15.2% | -31.7% | -20.0% |
| 3M | -10.1% | +8.3% | -18.4% | -12.3% |
| 6M | +96.5% | +13.1% | +83.4% | +87.8% |
| YTD | +36.2% | +12.5% | +23.6% | +30.4% |
| 1Y | +10.7% | +21.8% | -11.1% | +2.9% |
| 3Y | +86.2% | +48.8% | +37.4% | +53.3% |
| 5Y | -22.7% | +62.1% | -84.8% | -39.6% |
| All | -22.7% | +63.0% | -85.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling