+15,961.7%
GWW vs SAN
+1,735.1%
+14,226.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.1% |
| 7D | +3.6% | +4.0% | -0.5% | +2.4% |
| 30D | +12.1% | -7.8% | +19.9% | +14.3% |
| 3M | +12.9% | -16.4% | +29.3% | +17.9% |
| 6M | +19.3% | +3.5% | +15.8% | +17.3% |
| YTD | +48.7% | +6.7% | +42.0% | +43.8% |
| 1Y | +60.5% | +14.5% | +46.0% | +52.2% |
| 3Y | +93.3% | +243.5% | -150.3% | +33.8% |
| 5Y | +219.0% | +296.2% | -77.2% | +106.4% |
| 10Y | +659.0% | +268.5% | +390.5% | +374.2% |
| All | +15,961.7% | +1,735.1% | +14,226.6% | +6,655.5% |
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