+404.4%
SNXX vs WAT
+3.6%
+400.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -7.1% |
| 7D | +16.8% | -2.9% | +19.7% | +20.3% |
| 30D | +65.3% | -3.2% | +68.5% | +69.9% |
| 3M | -34.8% | +10.6% | -45.4% | -41.9% |
| 6M | +255.1% | +34.0% | +221.1% | +165.0% |
| All | +404.4% | +3.6% | +400.8% | +343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling