+3.6%
SNOW vs WEC
+30.7%
-27.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.3% |
| 7D | +8.4% | +0.4% | +8.0% | +8.4% |
| 30D | -1.0% | +0.9% | -1.9% | -0.9% |
| 3M | +38.3% | -5.3% | +43.6% | +37.6% |
| 6M | +81.3% | -6.6% | +87.9% | +80.5% |
| YTD | +51.1% | +3.3% | +47.8% | +50.7% |
| 1Y | +47.0% | +2.1% | +44.9% | +46.4% |
| 3Y | +99.7% | +39.6% | +60.2% | +97.2% |
| 5Y | +3.6% | +31.2% | -27.6% | +1.8% |
| All | +3.6% | +30.7% | -27.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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