+102.2%
SNOW vs WWD
+164.2%
-62.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +4.9% | +0.8% | +4.1% | +4.8% |
| 30D | +1.5% | -6.4% | +7.9% | +2.9% |
| 3M | +39.5% | -5.6% | +45.1% | +39.5% |
| 6M | +85.9% | -9.1% | +95.0% | +86.1% |
| YTD | +52.9% | +12.5% | +40.4% | +39.5% |
| 1Y | +48.1% | +41.3% | +6.8% | +20.2% |
| 3Y | +102.2% | +170.2% | -68.1% | +14.4% |
| All | +102.2% | +164.2% | -62.0% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling