+10.7%
SNDU vs WAT
+59.3%
-48.6%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.7% | -17.5% | -17.8% |
| 7D | -48.0% | -1.9% | -46.1% | -46.0% |
| 30D | -66.4% | +6.2% | -72.7% | -67.7% |
| 3M | -58.7% | +18.1% | -76.8% | -65.9% |
| 6M | -68.6% | +54.9% | -123.5% | -79.6% |
| All | +10.7% | +59.3% | -48.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling