+2.0%
WM vs SNDU
-17.5%
+19.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +27.5% | -26.2% | +2.6% |
| 7D | +0.8% | -20.3% | +21.1% | +0.5% |
| 30D | +13.8% | -64.4% | +78.2% | +9.9% |
| 3M | +6.4% | -57.5% | +63.9% | +4.7% |
| 6M | +13.2% | -82.9% | +96.1% | +11.3% |
| All | +2.0% | -17.5% | +19.5% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling