+335.4%
SAN vs BWA
+153.1%
+182.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -0.5% | -5.5% | +4.9% | +2.0% |
| 3M | +22.7% | -7.6% | +30.3% | +26.9% |
| 6M | +28.8% | +25.0% | +3.8% | +13.6% |
| YTD | +26.3% | +47.0% | -20.7% | -0.4% |
| 1Y | +48.8% | +54.0% | -5.1% | +14.1% |
| 3Y | +347.2% | +70.7% | +276.5% | +210.2% |
| 5Y | +383.8% | +86.7% | +297.1% | +210.5% |
| All | +335.4% | +153.1% | +182.4% | +115.2% |
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