-95.5%
SNDQ vs WAT
+23.8%
-119.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +7.1% |
| 7D | -20.4% | -2.9% | -17.5% | -23.1% |
| 30D | -54.5% | -3.2% | -51.3% | -56.6% |
| 3M | -79.1% | +10.6% | -89.7% | -75.3% |
| All | -95.5% | +23.8% | -119.4% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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