+32.8%
SNOW vs WCC
+719.2%
-686.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -6.6% |
| 7D | +2.8% | +4.5% | -1.7% | +1.4% |
| 30D | +6.4% | -5.8% | +12.2% | +8.2% |
| 3M | +38.1% | -3.7% | +41.7% | +38.3% |
| 6M | +100.4% | +23.1% | +77.3% | +80.5% |
| YTD | +53.7% | +44.2% | +9.6% | +30.3% |
| 1Y | +52.0% | +62.1% | -10.1% | +22.8% |
| 3Y | +114.7% | +121.1% | -6.5% | +46.4% |
| 5Y | +8.8% | +214.0% | -205.2% | -36.2% |
| All | +32.8% | +719.2% | -686.4% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling