+13.4%
WFC vs SNDQ
-95.1%
+108.5%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +0.9% |
| 7D | +0.4% | +11.6% | -11.3% | +0.2% |
| 30D | +1.5% | -45.1% | +46.6% | +2.0% |
| 3M | +10.2% | -68.6% | +78.8% | +9.2% |
| All | +13.4% | -95.1% | +108.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling