-18.4%
SNOW vs WEC
+53.2%
-71.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.9% |
| 7D | +3.7% | -0.5% | +4.2% | +3.6% |
| 30D | -16.4% | +12.0% | -28.4% | -15.1% |
| 3M | -9.9% | +11.1% | -20.9% | -8.6% |
| 6M | +98.8% | +6.0% | +92.8% | +100.9% |
| YTD | +37.3% | +14.3% | +23.0% | +38.8% |
| 1Y | +11.0% | +8.0% | +3.1% | +12.2% |
| 3Y | +87.8% | +62.8% | +24.9% | +86.4% |
| 5Y | -18.4% | +55.3% | -73.7% | -18.1% |
| All | -18.4% | +53.2% | -71.6% | -18.1% |
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