+13.8%
WFC vs SNOW
+43.4%
-29.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.3% | -7.5% | +7.8% | +0.3% |
| 30D | +2.3% | -1.3% | +3.6% | +2.3% |
| 3M | +9.8% | +37.4% | -27.7% | +9.3% |
| 6M | +15.6% | +88.1% | -72.5% | +14.4% |
| YTD | -2.4% | +50.3% | -52.8% | -3.3% |
| 1Y | +13.8% | +46.0% | -32.2% | +14.8% |
| All | +13.8% | +43.4% | -29.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling