+152.4%
WMT vs SNOW
+36.9%
+115.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +0.1% | +4.9% | -4.8% | -0.1% |
| 30D | -5.0% | +1.5% | -6.5% | -5.0% |
| 3M | -11.3% | +39.5% | -50.8% | -12.2% |
| 6M | -13.8% | +85.9% | -99.7% | -15.8% |
| YTD | -4.2% | +52.9% | -57.1% | -5.8% |
| 1Y | +4.6% | +48.1% | -43.6% | +2.8% |
| 3Y | +100.5% | +102.2% | -1.7% | +92.2% |
| 5Y | +129.7% | +5.5% | +124.2% | +118.2% |
| All | +152.4% | +36.9% | +115.5% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling