-95.5%
SNDQ vs W
+22.3%
-117.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.7% | +10.6% | +6.9% |
| 7D | -20.4% | +0.5% | -20.9% | -19.9% |
| 30D | -54.5% | -5.6% | -48.9% | -55.5% |
| 3M | -79.1% | +41.9% | -121.0% | -73.4% |
| All | -95.5% | +22.3% | -117.8% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · Available span rolling