+297.8%
SAN vs BBWI
-67.1%
+364.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.3% | +5.8% |
| 7D | +8.7% | -6.2% | +14.9% | +10.0% |
| 30D | -6.5% | +25.5% | -32.0% | -10.5% |
| 3M | -14.2% | +8.0% | -22.2% | -16.0% |
| 6M | +2.7% | +12.7% | -10.0% | -0.7% |
| YTD | +8.9% | +11.6% | -2.8% | +4.4% |
| 1Y | +23.4% | -0.9% | +24.3% | +19.9% |
| 3Y | +257.9% | -22.7% | +280.6% | +249.1% |
| 5Y | +297.8% | -67.2% | +364.9% | +332.5% |
| All | +297.8% | -67.1% | +364.9% | +332.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling