+368.8%
SNXX vs WAB
+22.5%
+346.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.1% | -9.4% |
| 7D | -12.0% | +0.1% | -12.2% | -12.6% |
| 30D | +37.9% | -4.1% | +42.0% | +52.5% |
| 3M | -52.7% | +8.2% | -60.8% | -56.1% |
| 6M | +194.8% | +15.4% | +179.4% | +131.1% |
| All | +368.8% | +22.5% | +346.3% | +327.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling