+57.8%
SAN vs GWRE
-25.4%
+83.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -19.9% | +19.1% | -1.1% |
| 7D | +1.8% | -21.1% | +22.9% | +1.4% |
| 30D | +2.0% | +1.3% | +0.7% | +2.3% |
| 3M | +19.7% | +7.4% | +12.3% | +19.8% |
| 6M | +30.6% | +5.6% | +25.0% | +31.1% |
| YTD | +28.8% | -19.2% | +48.0% | +26.7% |
| 1Y | +57.8% | -25.1% | +82.9% | +54.8% |
| All | +57.8% | -25.4% | +83.2% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling