+155.0%
WMT vs SNOW
+34.3%
+120.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.1% |
| 30D | -7.4% | -1.0% | -6.4% | -7.4% |
| 3M | -10.9% | +36.9% | -47.7% | -11.8% |
| 6M | -12.7% | +83.4% | -96.0% | -14.6% |
| YTD | -3.2% | +50.0% | -53.2% | -4.8% |
| 1Y | +5.3% | +46.5% | -41.3% | +3.5% |
| 3Y | +101.9% | +93.3% | +8.5% | +93.9% |
| 5Y | +134.6% | +3.3% | +131.3% | +123.0% |
| All | +155.0% | +34.3% | +120.8% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling