+268.6%
SNDU vs WST
+42.2%
+226.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.1% |
| 7D | +26.6% | -1.7% | +28.3% | +27.9% |
| 30D | +86.8% | -4.3% | +91.1% | +91.9% |
| 3M | -32.4% | +0.7% | -33.1% | -31.8% |
| All | +268.6% | +42.2% | +226.4% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling