+102.2%
SNOW vs WELL
+204.7%
-102.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +4.9% | -1.3% | +6.2% | +5.0% |
| 30D | +1.5% | +0.5% | +1.0% | +1.5% |
| 3M | +39.5% | +19.1% | +20.5% | +38.4% |
| 6M | +85.9% | +17.0% | +68.9% | +83.0% |
| YTD | +52.9% | +29.2% | +23.7% | +46.3% |
| 1Y | +48.1% | +42.1% | +6.0% | +36.7% |
| 3Y | +102.2% | +204.5% | -102.4% | +41.2% |
| All | +102.2% | +204.7% | -102.6% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling