-90.2%
SNDQ vs WM
+8.9%
-99.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.7% |
| 7D | -18.7% | +3.2% | -21.9% | -34.0% |
| 30D | +69.5% | +13.0% | +56.5% | -18.7% |
| 3M | +54.2% | +9.2% | +45.0% | -5.5% |
| 6M | -69.6% | +13.6% | -83.2% | -76.1% |
| All | -90.2% | +8.9% | -99.1% | -85.6% |
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