+154.5%
EWT vs SAN
+384.1%
-229.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +9.4% | -0.1% | +9.4% | +9.3% |
| 3M | +10.9% | +19.6% | -8.8% | +4.3% |
| 6M | +57.9% | +32.7% | +25.3% | +43.7% |
| YTD | +75.9% | +26.7% | +49.2% | +61.6% |
| 1Y | +89.7% | +51.6% | +38.1% | +64.6% |
| 3Y | +200.9% | +348.7% | -147.9% | +86.2% |
| 5Y | +154.5% | +378.7% | -224.2% | +47.2% |
| All | +154.5% | +384.1% | -229.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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