+30.5%
SNOW vs WTW
+63.7%
-33.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.4% |
| 7D | +8.4% | -7.1% | +15.5% | +12.2% |
| 30D | -1.0% | -8.5% | +7.6% | +3.0% |
| 3M | +38.3% | +20.6% | +17.7% | +26.6% |
| 6M | +81.3% | +7.2% | +74.1% | +74.7% |
| YTD | +51.1% | -3.9% | +55.0% | +51.2% |
| 1Y | +47.0% | -3.6% | +50.6% | +45.9% |
| 3Y | +99.7% | +60.7% | +39.1% | +44.8% |
| 5Y | +3.6% | +42.2% | -38.6% | -21.9% |
| All | +30.5% | +63.7% | -33.1% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling