+32.8%
SNOW vs WWD
+331.5%
-298.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +6.4% | -7.2% | +13.6% | +8.8% |
| 3M | +38.1% | -3.8% | +41.9% | +38.0% |
| 6M | +100.4% | -9.9% | +110.3% | +102.5% |
| YTD | +53.7% | +14.8% | +38.9% | +39.5% |
| 1Y | +52.0% | +42.1% | +9.9% | +24.8% |
| 3Y | +114.7% | +170.8% | -56.1% | +31.4% |
| 5Y | +8.8% | +197.5% | -188.7% | -39.6% |
| All | +32.8% | +331.5% | -298.7% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling