-95.5%
SNDQ vs WWD
-9.4%
-86.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.4% | +6.4% |
| 7D | -20.4% | -2.9% | -17.5% | -22.5% |
| 30D | -54.5% | -6.6% | -47.9% | -57.1% |
| 3M | -79.1% | -9.3% | -69.7% | -80.8% |
| All | -95.5% | -9.4% | -86.1% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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