+5.5%
SNOW vs WING
-35.4%
+40.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.9% | -0.1% | +5.0% | +4.7% |
| 30D | +1.5% | -6.0% | +7.5% | +2.6% |
| 3M | +39.5% | -23.5% | +63.0% | +49.4% |
| 6M | +85.9% | -52.0% | +137.9% | +132.4% |
| YTD | +52.9% | -53.8% | +106.7% | +89.0% |
| 1Y | +48.1% | -63.8% | +111.9% | +99.6% |
| 3Y | +102.2% | -30.8% | +132.9% | +64.4% |
| 5Y | +5.5% | -34.3% | +39.8% | -25.1% |
| All | +5.5% | -35.4% | +40.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling