+1.3%
SNXX vs WETO
-98.4%
+99.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +20.4% | -13.6% | +6.1% |
| 7D | -51.3% | +36.5% | -87.8% | -52.0% |
| 30D | -79.0% | -14.4% | -64.6% | -79.0% |
| 3M | -66.5% | -82.5% | +16.0% | -67.0% |
| 6M | -83.8% | -97.9% | +14.1% | -79.4% |
| All | +1.3% | -98.4% | +99.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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