+594.1%
EWT vs SAN
+477.9%
+116.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +4.0% | +1.8% | +2.2% | +3.2% |
| 30D | +10.3% | +2.0% | +8.3% | +9.4% |
| 3M | +6.1% | +19.7% | -13.6% | -0.9% |
| 6M | +56.6% | +30.6% | +26.0% | +41.3% |
| YTD | +76.6% | +28.8% | +47.7% | +59.4% |
| 1Y | +97.9% | +57.8% | +40.1% | +65.1% |
| 3Y | +198.0% | +338.1% | -140.1% | +65.3% |
| 5Y | +151.8% | +384.2% | -232.5% | +28.8% |
| 10Y | +514.1% | +353.2% | +161.0% | +190.4% |
| All | +594.1% | +477.9% | +116.2% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling