-95.5%
SNDQ vs WBD
+2.8%
-98.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +6.9% | +7.5% |
| 7D | -20.4% | -0.6% | -19.8% | -20.2% |
| 30D | -54.5% | +4.2% | -58.7% | -54.1% |
| 3M | -79.1% | +7.5% | -86.6% | -78.5% |
| All | -95.5% | +2.8% | -98.4% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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 · Available span rolling