+29.6%
SNOW vs WWD
+320.3%
-290.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.4% | -2.6% | +0.2% | -1.6% |
| 30D | -1.0% | -6.9% | +5.9% | +1.2% |
| 3M | +36.9% | -13.0% | +49.9% | +41.6% |
| 6M | +83.4% | -12.5% | +95.8% | +87.0% |
| YTD | +50.0% | +11.8% | +38.1% | +37.2% |
| 1Y | +46.5% | +41.1% | +5.5% | +20.3% |
| 3Y | +93.3% | +163.1% | -69.7% | +19.5% |
| 5Y | +3.3% | +187.6% | -184.4% | -42.2% |
| All | +29.6% | +320.3% | -290.7% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling