+52.0%
SNOW vs WETO
-98.9%
+150.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -20.8% | +15.4% | -5.6% |
| 7D | +2.8% | -55.4% | +58.2% | +2.3% |
| 30D | +6.4% | -48.5% | +54.9% | +7.5% |
| 3M | +38.1% | -97.5% | +135.6% | +45.3% |
| 6M | +100.4% | -94.2% | +194.6% | +101.5% |
| YTD | +53.7% | -97.0% | +150.7% | +59.4% |
| 1Y | +52.0% | -98.9% | +150.9% | +62.8% |
| All | +52.0% | -98.9% | +150.8% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling