+2,101.2%
SAN vs BBWI
+1,034.6%
+1,066.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.6% |
| 7D | +1.8% | +1.5% | +0.3% | +1.3% |
| 30D | +2.0% | -5.2% | +7.2% | +3.0% |
| 3M | +19.7% | +11.1% | +8.6% | +15.1% |
| 6M | +30.6% | -13.4% | +44.0% | +33.1% |
| YTD | +28.8% | +0.1% | +28.8% | +24.9% |
| 1Y | +57.8% | -36.1% | +93.9% | +70.5% |
| 3Y | +338.1% | -44.1% | +382.2% | +363.7% |
| 5Y | +384.2% | -66.2% | +450.5% | +461.3% |
| 10Y | +353.1% | -54.8% | +407.9% | +292.7% |
| All | +2,101.2% | +1,034.6% | +1,066.6% | +610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling