+43.0%
SN vs WAT
+41.4%
+1.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -9.3% | -1.3% | -8.1% | -9.0% |
| 30D | -4.8% | +2.3% | -7.1% | -5.3% |
| 3M | +40.4% | +8.7% | +31.7% | +37.6% |
| 6M | +50.9% | +28.3% | +22.6% | +42.1% |
| YTD | +54.9% | +7.8% | +47.2% | +45.3% |
| 1Y | +43.0% | +36.6% | +6.4% | +38.7% |
| All | +43.0% | +41.4% | +1.6% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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