+9.5%
SNOW vs WWD
+27.2%
-17.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.7% |
| 7D | -14.5% | +7.3% | -21.8% | -13.9% |
| 30D | -14.3% | -2.0% | -12.3% | -14.4% |
| 3M | -8.3% | -12.6% | +4.3% | -10.2% |
| 6M | +101.5% | -8.4% | +109.9% | +98.2% |
| YTD | +32.5% | +8.2% | +24.2% | +30.4% |
| 1Y | +9.5% | +26.5% | -17.0% | +3.8% |
| All | +9.5% | +27.2% | -17.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling