+86.2%
SNOW vs WMB
+110.9%
-24.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +5.0% |
| 7D | +0.2% | -6.7% | +6.8% | +1.0% |
| 30D | -21.1% | -8.6% | -12.5% | -20.2% |
| 3M | -11.9% | -4.9% | -7.0% | -11.5% |
| 6M | +91.0% | -6.3% | +97.3% | +91.2% |
| YTD | +32.7% | +13.0% | +19.7% | +24.3% |
| 1Y | +10.8% | +14.9% | -4.2% | +2.7% |
| 3Y | +86.2% | +113.4% | -27.2% | +81.8% |
| All | +86.2% | +110.9% | -24.7% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling