+3.3%
SNOW vs WSM
+175.3%
-172.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -1.0% | -7.7% | +6.7% | +2.1% |
| 3M | +36.9% | +3.8% | +33.1% | +34.2% |
| 6M | +83.4% | +22.7% | +60.7% | +66.8% |
| YTD | +50.0% | +28.0% | +22.0% | +33.6% |
| 1Y | +46.5% | +12.7% | +33.8% | +36.8% |
| 3Y | +93.3% | +231.3% | -137.9% | -11.3% |
| All | +3.3% | +175.3% | -172.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling