+368.8%
SNXX vs WTW
-0.8%
+369.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.0% |
| 7D | -12.0% | -5.7% | -6.3% | -19.2% |
| 30D | +37.9% | -7.3% | +45.2% | +27.0% |
| 3M | -52.7% | +21.5% | -74.1% | -29.2% |
| 6M | +194.8% | +9.6% | +185.2% | +341.6% |
| All | +368.8% | -0.8% | +369.5% | +599.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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