+66.7%
SNXX vs WAT
+20.6%
+46.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -17.5% |
| 7D | -47.8% | -1.9% | -45.8% | -46.0% |
| 30D | -66.0% | +6.2% | -72.3% | -67.3% |
| 3M | -57.5% | +18.1% | -75.5% | -64.3% |
| 6M | -66.7% | +54.9% | -121.6% | -78.3% |
| All | +66.7% | +20.6% | +46.1% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling