+82.6%
WDC vs SNXX
+385.1%
-302.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.0% | +3.5% | -2.3% |
| 7D | +4.4% | +16.8% | -12.4% | -0.2% |
| 30D | +5.3% | +65.3% | -60.0% | -9.6% |
| 3M | -5.9% | -34.8% | +28.9% | -10.1% |
| 6M | +73.2% | +255.1% | -181.9% | -2.6% |
| All | +82.6% | +385.1% | -302.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 SNXX 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