+126.3%
WFC vs SNOW
+81.8%
+44.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +2.5% | +5.5% | -3.0% | +2.0% |
| 30D | +7.0% | -13.2% | +20.2% | +8.1% |
| 3M | -1.8% | -13.7% | +12.0% | -0.9% |
| 6M | +18.4% | +91.0% | -72.6% | +9.0% |
| YTD | -5.6% | +32.7% | -38.3% | -9.4% |
| 1Y | +3.9% | +13.3% | -9.4% | +1.8% |
| 3Y | +126.3% | +83.4% | +43.0% | +82.1% |
| All | +126.3% | +81.8% | +44.5% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling