-25.6%
SNOW vs WM
+59.1%
-84.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +2.9% |
| 7D | -9.9% | +1.2% | -11.1% | -10.2% |
| 30D | -17.1% | +13.1% | -30.2% | -20.3% |
| 3M | -13.2% | +3.6% | -16.9% | -14.3% |
| 6M | +97.4% | +8.1% | +89.3% | +91.2% |
| YTD | +25.8% | +8.9% | +16.9% | +21.5% |
| 1Y | +4.2% | +20.3% | -16.1% | -3.1% |
| 3Y | +91.3% | +46.2% | +45.2% | +57.9% |
| All | -25.6% | +59.1% | -84.7% | -43.3% |
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