+214.7%
SNDU vs NWSA
+23.5%
+191.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.2% | -7.8% | -6.9% |
| 7D | -12.7% | -2.8% | -9.9% | -21.8% |
| 30D | +35.8% | +3.0% | +32.8% | +55.1% |
| 3M | -54.8% | +12.3% | -67.1% | -4.3% |
| All | +214.7% | +23.5% | +191.2% | +643.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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