+130.7%
WFC vs SNOW
+103.1%
+27.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +1.1% | +4.9% | -3.9% | +0.5% |
| 30D | +0.8% | +1.5% | -0.7% | +0.5% |
| 3M | +9.3% | +39.5% | -30.3% | +5.5% |
| 6M | +10.6% | +85.9% | -75.3% | +2.6% |
| YTD | -4.1% | +52.9% | -57.0% | -9.0% |
| 1Y | +13.6% | +48.1% | -34.5% | +7.8% |
| 3Y | +130.7% | +102.2% | +28.6% | +95.5% |
| All | +130.7% | +103.1% | +27.7% | +95.5% |
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