+4,437.1%
SNDK vs WAB
+49.8%
+4,387.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.9% |
| 7D | -6.1% | +0.1% | -6.3% | -6.4% |
| 30D | +21.5% | -4.1% | +25.6% | +28.6% |
| 3M | -13.2% | +8.2% | -21.4% | -21.0% |
| 6M | +149.2% | +15.4% | +133.8% | +103.7% |
| YTD | +588.1% | +33.1% | +554.9% | +358.5% |
| 1Y | +1,837.5% | +48.1% | +1,789.5% | +1,033.8% |
| All | +4,437.1% | +49.8% | +4,387.3% | +2,481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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 · 6 months rolling