+32.8%
SNOW vs WEC
+30.3%
+2.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.7% |
| 30D | +6.4% | -1.3% | +7.7% | +6.2% |
| 3M | +38.1% | -3.9% | +42.0% | +37.2% |
| 6M | +100.4% | -8.3% | +108.7% | +98.3% |
| YTD | +53.7% | +3.1% | +50.7% | +54.3% |
| 1Y | +52.0% | +1.9% | +50.0% | +52.3% |
| 3Y | +114.7% | +41.9% | +72.7% | +123.1% |
| 5Y | +8.8% | +30.8% | -22.0% | +13.5% |
| All | +32.8% | +30.3% | +2.4% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling