+3.3%
SNOW vs WY
-22.2%
+25.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -2.4% | -4.2% | +1.7% | -0.5% |
| 30D | -1.0% | -10.1% | +9.1% | +3.9% |
| 3M | +36.9% | -8.5% | +45.4% | +41.0% |
| 6M | +83.4% | -3.3% | +86.7% | +81.1% |
| YTD | +50.0% | -4.4% | +54.4% | +46.8% |
| 1Y | +46.5% | -11.5% | +58.0% | +50.1% |
| 3Y | +93.3% | -24.3% | +117.6% | +111.7% |
| All | +3.3% | -22.2% | +25.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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