-88.8%
SNDQ vs WM
+6.0%
-94.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +3.8% |
| 7D | +43.9% | +1.2% | +42.7% | +38.5% |
| 30D | +141.3% | +13.7% | +127.6% | +13.4% |
| 3M | +7.3% | +5.2% | +2.0% | -13.0% |
| 6M | -60.0% | +11.2% | -71.2% | -63.5% |
| All | -88.8% | +6.0% | -94.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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