+13.3%
SNOW vs WWD
+21.4%
-8.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +5.5% | +4.0% | +1.5% | +5.6% |
| 30D | -13.2% | +0.4% | -13.6% | -13.2% |
| 3M | -13.7% | -7.9% | -5.8% | -15.2% |
| 6M | +91.0% | -10.6% | +101.6% | +87.8% |
| YTD | +32.7% | +9.4% | +23.3% | +32.1% |
| 1Y | +13.3% | +25.7% | -12.5% | +12.1% |
| All | +13.3% | +21.4% | -8.1% | +12.1% |
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