+1,502.1%
WDC vs SNOW
+37.6%
+1,464.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.4% | +11.3% | +6.8% |
| 7D | +1.7% | +2.8% | -1.1% | +0.8% |
| 30D | -10.0% | +6.4% | -16.4% | -11.5% |
| 3M | -18.8% | +38.1% | -56.8% | -24.1% |
| 6M | +79.0% | +100.4% | -21.4% | +51.2% |
| YTD | +171.6% | +53.7% | +117.8% | +142.0% |
| 1Y | +417.4% | +52.0% | +365.4% | +361.2% |
| 3Y | +1,251.8% | +114.7% | +1,137.1% | +977.4% |
| 5Y | +911.7% | +8.8% | +902.9% | +727.1% |
| All | +1,502.1% | +37.6% | +1,464.4% | +1,159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling