+32.8%
SNOW vs WING
-8.3%
+41.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | +2.8% | -3.9% | +6.7% | +3.9% |
| 30D | +6.4% | -11.6% | +18.0% | +9.7% |
| 3M | +38.1% | -24.2% | +62.3% | +48.2% |
| 6M | +100.4% | -54.1% | +154.5% | +153.2% |
| YTD | +53.7% | -53.9% | +107.6% | +89.3% |
| 1Y | +52.0% | -64.4% | +116.3% | +104.3% |
| 3Y | +114.7% | -30.2% | +144.9% | +82.5% |
| 5Y | +8.8% | -34.1% | +42.9% | -19.0% |
| All | +32.8% | -8.3% | +41.1% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling