+16.5%
SNOW vs WMB
+326.6%
-310.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +0.2% | -6.9% | +7.2% | +2.1% |
| 30D | -19.8% | -7.2% | -12.7% | -18.3% |
| 3M | -11.6% | -5.4% | -6.2% | -10.7% |
| 6M | +94.0% | -4.9% | +98.9% | +94.4% |
| YTD | +34.8% | +14.7% | +20.1% | +25.5% |
| 1Y | +10.1% | +14.7% | -4.6% | +2.3% |
| 3Y | +84.4% | +116.4% | -32.0% | +36.7% |
| 5Y | -18.1% | +198.5% | -216.6% | -45.2% |
| All | +16.5% | +326.6% | -310.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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