+183.9%
SNDU vs GWRE
-2.5%
+186.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +8.6% | -18.4% | -1.3% |
| 7D | -21.3% | -5.8% | -15.5% | -25.1% |
| 30D | -15.7% | -12.9% | -2.8% | -21.0% |
| 3M | -62.9% | +24.8% | -87.8% | -46.8% |
| 6M | +153.3% | -4.7% | +158.0% | +218.6% |
| All | +183.9% | -2.5% | +186.5% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling