+240.7%
SNDU vs WST
+45.3%
+195.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.2% | -9.8% | -9.0% |
| 7D | +16.8% | +0.4% | +16.3% | +16.2% |
| 30D | +64.3% | -2.0% | +66.3% | +65.9% |
| 3M | -36.7% | +4.1% | -40.8% | -37.6% |
| All | +240.7% | +45.3% | +195.4% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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