+300.9%
WFC vs SNOW
+37.6%
+263.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.3% |
| 7D | +3.8% | +2.8% | +1.0% | +3.4% |
| 30D | +1.5% | +6.4% | -4.9% | +0.7% |
| 3M | +10.9% | +38.1% | -27.2% | +7.4% |
| 6M | +8.4% | +100.4% | -92.0% | +0.4% |
| YTD | -1.9% | +53.7% | -55.6% | -7.0% |
| 1Y | +12.3% | +52.0% | -39.6% | +6.3% |
| 3Y | +132.3% | +114.7% | +17.7% | +107.5% |
| 5Y | +130.1% | +8.8% | +121.3% | +105.5% |
| All | +300.9% | +37.6% | +263.3% | +254.9% |
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