+29.8%
SNOW vs WMB
+357.2%
-327.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | -7.5% | -1.7% | -5.8% | -7.1% |
| 30D | -1.3% | +0.7% | -2.0% | -1.8% |
| 3M | +37.4% | +1.5% | +35.9% | +36.1% |
| 6M | +88.1% | +0.1% | +88.0% | +85.8% |
| YTD | +50.3% | +22.9% | +27.4% | +37.5% |
| 1Y | +46.0% | +27.9% | +18.1% | +30.6% |
| 3Y | +98.7% | +139.1% | -40.5% | +43.0% |
| 5Y | +3.5% | +270.9% | -267.4% | -34.7% |
| All | +29.8% | +357.2% | -327.3% | -17.0% |
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