+29.8%
SNOW vs WPM
+194.6%
-164.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.2% |
| 7D | -7.5% | -3.6% | -3.9% | -6.8% |
| 30D | -1.3% | +12.5% | -13.8% | -3.7% |
| 3M | +37.4% | +40.6% | -3.2% | +28.2% |
| 6M | +88.1% | +0.5% | +87.5% | +85.8% |
| YTD | +50.3% | +29.0% | +21.3% | +40.1% |
| 1Y | +46.0% | +43.8% | +2.2% | +32.3% |
| 3Y | +98.7% | +266.3% | -167.6% | +41.4% |
| 5Y | +3.5% | +255.1% | -251.6% | -27.3% |
| All | +29.8% | +194.6% | -164.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling