+3.3%
SNOW vs WTW
+42.0%
-38.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.4% | -5.7% | +3.3% | +0.5% |
| 30D | -1.0% | -7.3% | +6.3% | +2.8% |
| 3M | +36.9% | +21.5% | +15.4% | +23.1% |
| 6M | +83.4% | +9.6% | +73.7% | +73.5% |
| YTD | +50.0% | -3.3% | +53.3% | +49.6% |
| 1Y | +46.5% | -6.1% | +52.7% | +48.0% |
| 3Y | +93.3% | +61.8% | +31.5% | +23.9% |
| All | +3.3% | +42.0% | -38.7% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling