+29.8%
SNOW vs WCN
+63.4%
-33.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -7.5% | -4.4% | -3.1% | -5.1% |
| 30D | -1.3% | -4.4% | +3.1% | +1.3% |
| 3M | +37.4% | +0.5% | +37.0% | +36.3% |
| 6M | +88.1% | -3.3% | +91.3% | +89.6% |
| YTD | +50.3% | -8.5% | +58.8% | +56.8% |
| 1Y | +46.0% | -8.9% | +54.9% | +52.0% |
| 3Y | +98.7% | +18.0% | +80.6% | +69.5% |
| 5Y | +3.5% | +25.0% | -21.5% | -17.5% |
| All | +29.8% | +63.4% | -33.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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