+139.0%
SN vs WAT
+26.7%
+112.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +7.6% | +3.4% | +4.2% | +6.4% |
| 30D | +22.4% | +9.6% | +12.8% | +18.7% |
| 3M | +21.7% | +15.5% | +6.2% | +15.9% |
| 6M | +102.8% | +33.9% | +68.9% | +84.5% |
| YTD | +102.4% | +25.2% | +77.2% | +78.9% |
| 1Y | +139.0% | +26.3% | +112.7% | +111.1% |
| All | +139.0% | +26.7% | +112.3% | +111.1% |
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