+378.7%
SAN vs NWSA
+39.6%
+339.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.5% | -3.4% | +2.9% | +1.1% |
| 30D | -0.1% | +3.9% | -4.0% | -1.9% |
| 3M | +19.6% | +8.9% | +10.8% | +14.2% |
| 6M | +32.7% | +21.2% | +11.5% | +19.7% |
| YTD | +26.7% | +13.8% | +12.9% | +17.6% |
| 1Y | +51.6% | +1.4% | +50.2% | +48.6% |
| 3Y | +348.7% | +44.0% | +304.8% | +257.5% |
| 5Y | +378.7% | +40.5% | +338.3% | +274.2% |
| All | +378.7% | +39.6% | +339.1% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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