+561.8%
GWW vs SAN
+357.1%
+204.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | 0.0% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -1.9% | +0.9% | -2.9% | -2.2% |
| 3M | -2.4% | +19.1% | -21.5% | -7.4% |
| 6M | +15.7% | +33.2% | -17.5% | +5.8% |
| YTD | +27.6% | +29.1% | -1.5% | +16.8% |
| 1Y | +27.2% | +50.2% | -23.1% | +11.1% |
| 3Y | +89.7% | +351.0% | -261.4% | +15.3% |
| 5Y | +223.9% | +394.7% | -170.8% | +84.2% |
| All | +561.8% | +357.1% | +204.7% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling