+1,433.1%
WDC vs SNOW
+34.3%
+1,398.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.3% | -2.4% | -1.9% | -3.9% |
| 30D | -1.5% | -1.0% | -0.5% | -1.8% |
| 3M | -15.5% | +36.9% | -52.3% | -21.0% |
| 6M | +66.5% | +83.4% | -16.9% | +43.4% |
| YTD | +159.9% | +50.0% | +109.9% | +132.6% |
| 1Y | +366.0% | +46.5% | +319.4% | +318.2% |
| 3Y | +1,285.8% | +93.3% | +1,192.5% | +1,027.4% |
| 5Y | +925.6% | +3.3% | +922.3% | +745.1% |
| All | +1,433.1% | +34.3% | +1,398.8% | +1,110.7% |
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