+29.6%
SNOW vs WTW
+64.7%
-35.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.4% | -5.7% | +3.3% | +0.2% |
| 30D | -1.0% | -7.3% | +6.3% | +2.4% |
| 3M | +36.9% | +21.5% | +15.4% | +24.9% |
| 6M | +83.4% | +9.6% | +73.7% | +74.9% |
| YTD | +50.0% | -3.3% | +53.3% | +49.6% |
| 1Y | +46.5% | -6.1% | +52.7% | +47.7% |
| 3Y | +93.3% | +61.8% | +31.5% | +39.7% |
| 5Y | +3.3% | +42.7% | -39.4% | -22.4% |
| All | +29.6% | +64.7% | -35.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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