+32.1%
SNOW vs WY
-0.9%
+33.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +4.9% | -2.1% | +7.0% | +5.8% |
| 30D | +1.5% | -10.5% | +12.0% | +6.5% |
| 3M | +39.5% | -4.9% | +44.4% | +41.0% |
| 6M | +85.9% | -4.9% | +90.8% | +85.9% |
| YTD | +52.9% | -1.7% | +54.6% | +48.4% |
| 1Y | +48.1% | -9.4% | +57.5% | +50.0% |
| 3Y | +102.2% | -22.3% | +124.5% | +117.7% |
| 5Y | +5.5% | -20.5% | +26.0% | +18.6% |
| All | +32.1% | -0.9% | +33.0% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling