+32.8%
SNOW vs WPM
+202.4%
-169.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.4% | -5.2% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | +6.4% | +26.4% | -19.9% | +1.6% |
| 3M | +38.1% | +20.8% | +17.3% | +32.5% |
| 6M | +100.4% | +1.1% | +99.3% | +97.7% |
| YTD | +53.7% | +32.5% | +21.3% | +42.5% |
| 1Y | +52.0% | +51.5% | +0.4% | +36.2% |
| 3Y | +114.7% | +267.0% | -152.4% | +53.0% |
| 5Y | +8.8% | +250.1% | -241.4% | -23.4% |
| All | +32.8% | +202.4% | -169.6% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling