+102.2%
SNOW vs WCC
+137.6%
-35.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | +4.9% | +8.5% | -3.6% | +2.8% |
| 30D | +1.5% | -1.0% | +2.5% | +1.6% |
| 3M | +39.5% | +2.1% | +37.4% | +37.7% |
| 6M | +85.9% | +36.8% | +49.1% | +63.3% |
| YTD | +52.9% | +47.7% | +5.2% | +29.9% |
| 1Y | +48.1% | +66.5% | -18.4% | +19.7% |
| 3Y | +102.2% | +134.2% | -32.0% | +35.6% |
| All | +102.2% | +137.6% | -35.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling