+368.8%
SNXX vs WAT
+5.3%
+363.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.7% | -8.8% |
| 7D | -12.0% | -0.3% | -11.8% | -11.9% |
| 30D | +37.9% | -1.9% | +39.8% | +39.5% |
| 3M | -52.7% | +13.5% | -66.2% | -58.9% |
| 6M | +194.8% | +37.2% | +157.5% | +114.6% |
| All | +368.8% | +5.3% | +363.5% | +304.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling