+260.2%
SAN vs BBWI
-44.4%
+304.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +10.8% | -4.2% | +15.0% | +11.8% |
| 30D | -5.7% | +24.9% | -30.6% | -10.3% |
| 3M | -13.4% | +13.2% | -26.7% | -16.3% |
| 6M | +3.5% | +12.1% | -8.6% | -0.3% |
| YTD | +9.7% | +11.1% | -1.3% | +4.6% |
| 1Y | +20.9% | +0.7% | +20.2% | +16.4% |
| 3Y | +254.3% | -23.8% | +278.0% | +246.1% |
| 5Y | +304.2% | -66.9% | +371.2% | +357.4% |
| 10Y | +260.2% | -45.3% | +305.6% | +175.3% |
| All | +260.2% | -44.4% | +304.6% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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