+3.6%
SNOW vs WCN
+27.0%
-23.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | +8.4% | -1.7% | +10.1% | +9.7% |
| 30D | -1.0% | -3.0% | +2.0% | +0.9% |
| 3M | +38.3% | +2.5% | +35.8% | +35.4% |
| 6M | +81.3% | -5.7% | +87.0% | +86.5% |
| YTD | +51.1% | -7.4% | +58.6% | +57.1% |
| 1Y | +47.0% | -8.6% | +55.6% | +53.4% |
| 3Y | +99.7% | +19.4% | +80.4% | +64.0% |
| 5Y | +3.6% | +27.2% | -23.6% | -23.0% |
| All | +3.6% | +27.0% | -23.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling