+29.8%
SNOW vs WU
-52.8%
+82.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -7.5% | -5.0% | -2.5% | -6.3% |
| 30D | -1.3% | -2.3% | +0.9% | -0.9% |
| 3M | +37.4% | -3.2% | +40.7% | +36.7% |
| 6M | +88.1% | -25.0% | +113.1% | +101.3% |
| YTD | +50.3% | -21.7% | +72.0% | +58.7% |
| 1Y | +46.0% | -9.0% | +54.9% | +46.8% |
| 3Y | +98.7% | -28.9% | +127.6% | +110.6% |
| 5Y | +3.5% | -51.0% | +54.5% | +15.6% |
| All | +29.8% | -52.8% | +82.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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