+3.6%
SNOW vs WWD
+191.3%
-187.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +8.4% | +0.6% | +7.7% | +8.2% |
| 30D | -1.0% | -5.1% | +4.1% | +0.9% |
| 3M | +38.3% | -11.2% | +49.6% | +42.8% |
| 6M | +81.3% | -12.0% | +93.3% | +85.1% |
| YTD | +51.1% | +12.0% | +39.1% | +34.5% |
| 1Y | +47.0% | +42.8% | +4.2% | +12.8% |
| 3Y | +99.7% | +168.9% | -69.2% | +0.9% |
| 5Y | +3.6% | +192.2% | -188.6% | -55.6% |
| All | +3.6% | +191.3% | -187.7% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling