+1,506.6%
WAT vs SNY
+241.5%
+1,265.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.9% | -3.6% | +0.7% | -1.5% |
| 30D | -3.2% | -1.9% | -1.3% | -2.5% |
| 3M | +10.6% | -2.0% | +12.5% | +11.1% |
| 6M | +34.0% | +2.5% | +31.5% | +32.2% |
| YTD | +5.7% | -7.0% | +12.7% | +7.9% |
| 1Y | +37.1% | -4.4% | +41.5% | +38.3% |
| 3Y | +52.4% | -8.4% | +60.8% | +52.4% |
| 5Y | -4.4% | +9.5% | -14.0% | -12.8% |
| 10Y | +165.8% | +64.3% | +101.4% | +100.3% |
| All | +1,506.6% | +241.5% | +1,265.0% | +731.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling