+131.4%
WMT vs SNOW
+2.5%
+128.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -2.5% | -7.5% | +5.0% | -2.2% |
| 30D | -6.4% | -1.3% | -5.1% | -6.4% |
| 3M | -12.1% | +37.4% | -49.6% | -13.0% |
| 6M | -15.0% | +88.1% | -103.0% | -17.1% |
| YTD | -4.5% | +50.3% | -54.8% | -6.1% |
| 1Y | +6.2% | +46.0% | -39.8% | +4.4% |
| 3Y | +99.9% | +98.7% | +1.2% | +91.0% |
| 5Y | +131.4% | +3.5% | +127.9% | +110.7% |
| All | +131.4% | +2.5% | +128.9% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling