+27.3%
WAT vs SNY
+2.7%
+24.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +0.8% |
| 7D | -1.9% | +12.4% | -14.3% | -4.3% |
| 30D | +6.2% | +20.1% | -13.9% | +2.0% |
| 3M | +18.1% | +11.2% | +6.8% | +15.5% |
| 6M | +54.9% | +9.5% | +45.4% | +51.9% |
| YTD | +23.1% | +3.4% | +19.7% | +22.6% |
| 1Y | +27.3% | +2.0% | +25.3% | +27.6% |
| All | +27.3% | +2.7% | +24.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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