+32.8%
SNOW vs WCN
+69.0%
-36.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.3% |
| 30D | +6.4% | +0.4% | +6.0% | +6.3% |
| 3M | +38.1% | +7.3% | +30.8% | +31.9% |
| 6M | +100.4% | -2.5% | +102.9% | +101.8% |
| YTD | +53.7% | -5.4% | +59.1% | +57.4% |
| 1Y | +52.0% | -8.5% | +60.4% | +58.3% |
| 3Y | +114.7% | +20.8% | +93.9% | +81.2% |
| 5Y | +8.8% | +30.0% | -21.3% | -15.0% |
| All | +32.8% | +69.0% | -36.2% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling