+32.8%
SNOW vs WMB
+365.5%
-332.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | +6.4% | +3.3% | +3.2% | +5.2% |
| 3M | +38.1% | +3.1% | +35.0% | +36.3% |
| 6M | +100.4% | -0.7% | +101.1% | +98.8% |
| YTD | +53.7% | +25.2% | +28.5% | +40.0% |
| 1Y | +52.0% | +32.9% | +19.1% | +34.2% |
| 3Y | +114.7% | +140.6% | -25.9% | +54.5% |
| 5Y | +8.8% | +273.5% | -264.7% | -31.5% |
| All | +32.8% | +365.5% | -332.8% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling