-26.8%
SNOW vs WST
-2.2%
-24.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.7% |
| 7D | -9.9% | -3.1% | -6.8% | -8.8% |
| 30D | -17.1% | +9.1% | -26.2% | -19.4% |
| 3M | -13.2% | +14.7% | -27.9% | -17.3% |
| 6M | +97.4% | +28.0% | +69.4% | +81.4% |
| YTD | +25.8% | +45.6% | -19.9% | +9.7% |
| 1Y | +4.2% | +45.7% | -41.4% | -9.2% |
| 3Y | +91.3% | +21.1% | +70.2% | +57.8% |
| All | -26.8% | -2.2% | -24.6% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling