+381.6%
SAN vs BBWI
-66.0%
+447.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.5% |
| 30D | +2.0% | -5.2% | +7.2% | +2.7% |
| 3M | +19.7% | +11.1% | +8.6% | +16.7% |
| 6M | +30.6% | -13.4% | +44.0% | +32.5% |
| YTD | +28.8% | +0.1% | +28.8% | +26.4% |
| 1Y | +57.8% | -36.1% | +93.9% | +67.5% |
| 3Y | +338.1% | -44.1% | +382.2% | +358.6% |
| All | +381.6% | -66.0% | +447.6% | +430.9% |
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