+18.6%
SNOW vs WELL
+375.6%
-357.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -16.4% | +7.8% | -24.2% | -17.4% |
| 3M | -9.9% | +10.2% | -20.1% | -11.2% |
| 6M | +98.8% | +16.4% | +82.5% | +93.6% |
| YTD | +37.3% | +35.2% | +2.2% | +28.9% |
| 1Y | +11.0% | +30.5% | -19.4% | +5.0% |
| 3Y | +87.8% | +206.1% | -118.3% | +45.7% |
| 5Y | -18.4% | +228.3% | -246.7% | -38.7% |
| All | +18.6% | +375.6% | -357.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling