+30.5%
SNOW vs WST
+19.9%
+10.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +8.4% | -1.7% | +10.0% | +9.0% |
| 30D | -1.0% | -4.3% | +3.4% | +0.5% |
| 3M | +38.3% | +0.7% | +37.6% | +37.6% |
| 6M | +81.3% | +36.0% | +45.3% | +61.5% |
| YTD | +51.1% | +22.7% | +28.4% | +39.1% |
| 1Y | +47.0% | +34.1% | +12.9% | +30.3% |
| 3Y | +99.7% | -13.6% | +113.3% | +94.6% |
| 5Y | +3.6% | -26.0% | +29.6% | +9.5% |
| All | +30.5% | +19.9% | +10.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling