+11.8%
WM vs SNDU
-87.4%
+99.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | 0.0% |
| 7D | +1.2% | -47.4% | +48.5% | -1.5% |
| 30D | +13.7% | -75.5% | +89.2% | +7.2% |
| 3M | +5.2% | -64.9% | +70.2% | +2.2% |
| All | +11.8% | -87.4% | +99.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 6mo: compounded portfolio wealth divided by compounded SNDU 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…
6mo analysis · Full analysis span regression · 6 months rolling