+66.7%
SNXX vs WAB
+27.6%
+39.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.8% | -18.2% |
| 7D | -47.8% | +4.5% | -52.3% | -52.8% |
| 30D | -66.0% | +1.1% | -67.1% | -66.5% |
| 3M | -57.5% | -1.3% | -56.2% | -55.3% |
| 6M | -66.7% | +12.7% | -79.5% | -71.8% |
| All | +66.7% | +27.6% | +39.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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