+89.4%
SNOW vs WETO
-99.4%
+188.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.3% |
| 7D | -2.4% | -4.3% | +1.9% | -2.5% |
| 30D | -1.0% | -39.9% | +38.9% | +0.1% |
| 3M | +36.9% | -97.9% | +134.8% | +42.1% |
| 6M | +83.4% | -95.0% | +178.4% | +87.3% |
| YTD | +50.0% | -97.2% | +147.1% | +53.4% |
| 1Y | +46.5% | -98.9% | +145.4% | +49.3% |
| All | +89.4% | -99.4% | +188.8% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling