+913.6%
WDC vs SNOW
+18.8%
+894.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -4.5% |
| 7D | +12.1% | +5.5% | +6.6% | +11.0% |
| 30D | -18.8% | -13.2% | -5.6% | -16.2% |
| 3M | -39.3% | -13.7% | -25.6% | -37.6% |
| 6M | -40.1% | +91.0% | -131.1% | -48.3% |
| YTD | +71.8% | +32.7% | +39.1% | +58.1% |
| 1Y | +88.5% | +13.3% | +75.2% | +78.9% |
| 3Y | +770.0% | +83.4% | +686.6% | +619.6% |
| 5Y | +549.0% | -24.7% | +573.8% | +463.2% |
| All | +913.6% | +18.8% | +894.8% | +722.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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