+319.5%
SN vs WAT
+45.5%
+274.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -9.3% | -1.3% | -8.1% | -8.9% |
| 30D | -4.8% | +2.3% | -7.1% | -5.5% |
| 3M | +40.4% | +8.7% | +31.7% | +36.6% |
| 6M | +50.9% | +28.3% | +22.6% | +38.7% |
| YTD | +54.9% | +7.8% | +47.2% | +49.1% |
| 1Y | +43.0% | +36.6% | +6.4% | +26.2% |
| 3Y | +391.8% | +45.7% | +346.2% | +320.2% |
| All | +319.5% | +45.5% | +274.0% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling