-91.0%
SNDQ vs WAB
+12.4%
-103.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.1% | +14.2% | +17.5% |
| 7D | +66.1% | +4.5% | +61.6% | +82.0% |
| 30D | +122.5% | +1.1% | +121.5% | +130.7% |
| 3M | +11.6% | -1.3% | +12.8% | +13.4% |
| 6M | -82.2% | +12.7% | -94.9% | -76.1% |
| All | -91.0% | +12.4% | -103.4% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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