+398.8%
SN vs WAT
+74.7%
+324.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | +7.2% | -1.1% | +8.3% | +7.6% |
| 30D | +20.4% | +5.0% | +15.4% | +18.2% |
| 3M | +23.9% | +14.5% | +9.4% | +17.8% |
| 6M | +93.0% | +30.9% | +62.1% | +75.0% |
| YTD | +99.2% | +20.5% | +78.8% | +83.4% |
| 1Y | +142.6% | +23.3% | +119.3% | +121.3% |
| 3Y | +398.8% | +81.5% | +317.3% | +288.1% |
| All | +398.8% | +74.7% | +324.1% | +288.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling