+32.8%
SNOW vs WSM
+443.3%
-410.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -6.1% |
| 7D | +2.8% | -3.3% | +6.1% | +3.9% |
| 30D | +6.4% | -8.4% | +14.8% | +9.7% |
| 3M | +38.1% | +9.7% | +28.4% | +33.0% |
| 6M | +100.4% | +16.7% | +83.7% | +87.7% |
| YTD | +53.7% | +28.7% | +25.0% | +38.8% |
| 1Y | +52.0% | +13.7% | +38.3% | +42.8% |
| 3Y | +114.7% | +230.1% | -115.4% | +16.5% |
| 5Y | +8.8% | +179.0% | -170.2% | -40.6% |
| All | +32.8% | +443.3% | -410.5% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling