+32.1%
SNOW vs WSM
+444.3%
-412.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.9% | +2.6% | +2.3% | +4.0% |
| 30D | +1.5% | -9.5% | +11.0% | +5.0% |
| 3M | +39.5% | +12.9% | +26.6% | +33.0% |
| 6M | +85.9% | +23.0% | +62.8% | +70.9% |
| YTD | +52.9% | +28.9% | +24.0% | +38.0% |
| 1Y | +48.1% | +13.7% | +34.4% | +39.2% |
| 3Y | +102.2% | +232.6% | -130.4% | +9.4% |
| 5Y | +5.5% | +185.9% | -180.4% | -42.6% |
| All | +32.1% | +444.3% | -412.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling