+432.7%
SN vs WAT
+64.3%
+368.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.1% | -2.4% |
| 7D | +1.4% | +2.0% | -0.6% | +0.7% |
| 30D | +16.6% | +7.7% | +8.9% | +13.7% |
| 3M | +18.3% | +11.1% | +7.2% | +14.0% |
| 6M | +103.1% | +31.2% | +71.8% | +85.2% |
| YTD | +96.7% | +21.7% | +75.0% | +81.5% |
| 1Y | +134.3% | +19.3% | +115.0% | +117.6% |
| 3Y | +425.2% | +80.6% | +344.6% | +344.1% |
| All | +432.7% | +64.3% | +368.4% | +343.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling