+336.9%
SAN vs BBWI
-58.2%
+395.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +0.1% |
| 7D | -0.5% | -4.4% | +4.0% | +0.4% |
| 30D | -0.1% | -7.4% | +7.3% | +1.2% |
| 3M | +19.6% | -2.2% | +21.9% | +19.4% |
| 6M | +32.7% | -16.3% | +49.0% | +35.7% |
| YTD | +26.7% | -9.1% | +35.8% | +26.5% |
| 1Y | +51.6% | -34.5% | +86.2% | +60.4% |
| 3Y | +348.7% | -47.0% | +395.7% | +375.8% |
| 5Y | +378.7% | -68.8% | +447.6% | +449.3% |
| 10Y | +336.9% | -57.4% | +394.3% | +266.1% |
| All | +336.9% | -58.2% | +395.2% | +266.1% |
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