+3,336.6%
SNDK vs WETO
-99.4%
+3,436.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.5% | -4.9% |
| 7D | -10.8% | -8.6% | -2.2% | -10.7% |
| 30D | -5.4% | -71.7% | +66.2% | -6.0% |
| 3M | -21.6% | -97.7% | +76.1% | -16.4% |
| 6M | +134.6% | -95.5% | +230.1% | +150.7% |
| YTD | +553.8% | -97.3% | +651.1% | +582.6% |
| 1Y | +1,701.9% | -99.0% | +1,800.9% | +1,731.2% |
| All | +3,336.6% | -99.4% | +3,436.1% | +3,507.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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