+83.4%
SNOW vs WST
+24.3%
+59.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | +5.5% | +4.2% | +1.3% | +4.8% |
| 30D | -13.2% | +11.2% | -24.4% | -14.5% |
| 3M | -13.7% | +20.4% | -34.1% | -16.1% |
| 6M | +91.0% | +37.9% | +53.1% | +82.2% |
| YTD | +32.7% | +51.8% | -19.1% | +24.3% |
| 1Y | +13.3% | +56.6% | -43.4% | +5.7% |
| 3Y | +83.4% | +24.2% | +59.2% | +57.5% |
| All | +83.4% | +24.3% | +59.0% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling