+64.0%
WST vs SUNB
+13.3%
+50.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | 0.0% |
| 7D | +4.9% | +7.1% | -2.2% | +3.6% |
| 30D | +10.7% | +5.4% | +5.3% | +9.7% |
| 3M | +16.8% | +1.7% | +15.1% | +16.5% |
| 6M | +32.0% | +14.1% | +17.9% | +27.1% |
| All | +64.0% | +13.3% | +50.7% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 3y: compounded portfolio wealth divided by compounded SUNB 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…
3y analysis · Full analysis span regression · 6 months rolling