+46.5%
SNOW vs WWD
+41.6%
+5.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | -2.4% | -2.6% | +0.2% | -2.7% |
| 30D | -1.0% | -6.9% | +5.9% | -1.9% |
| 3M | +36.9% | -13.0% | +49.9% | +34.4% |
| 6M | +83.4% | -12.5% | +95.8% | +81.9% |
| YTD | +50.0% | +11.8% | +38.1% | +45.8% |
| 1Y | +46.5% | +41.1% | +5.5% | +33.2% |
| All | +46.5% | +41.6% | +5.0% | +33.2% |
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