+404.4%
SNXX vs WAB
+21.2%
+383.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -7.8% |
| 7D | +16.8% | -0.2% | +17.0% | +17.4% |
| 30D | +65.3% | -5.9% | +71.2% | +90.5% |
| 3M | -34.8% | +9.4% | -44.1% | -39.8% |
| 6M | +255.1% | +13.8% | +241.3% | +187.4% |
| All | +404.4% | +21.2% | +383.2% | +371.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling