+276.7%
SAN vs BWA
+92.6%
+184.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.4% |
| 7D | +3.4% | +1.7% | +1.7% | +2.4% |
| 30D | -6.3% | -14.6% | +8.3% | +0.9% |
| 3M | -14.1% | -26.2% | +12.1% | -1.2% |
| 6M | +4.2% | -18.4% | +22.6% | +12.9% |
| YTD | +9.0% | +14.7% | -5.6% | -3.4% |
| 1Y | +18.8% | +13.3% | +5.4% | +5.7% |
| 3Y | +252.0% | +64.7% | +187.3% | +145.9% |
| 5Y | +299.5% | +32.2% | +267.3% | +204.8% |
| 10Y | +276.7% | +96.8% | +179.9% | +110.3% |
| All | +276.7% | +92.6% | +184.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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