+278.3%
SAN vs NWSA
+127.4%
+150.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.1% |
| 7D | +1.8% | -1.9% | +3.6% | +2.7% |
| 30D | +2.0% | +4.6% | -2.6% | -0.4% |
| 3M | +19.7% | +13.2% | +6.5% | +11.5% |
| 6M | +30.6% | +27.0% | +3.6% | +14.4% |
| YTD | +28.8% | +16.8% | +12.0% | +17.4% |
| 1Y | +57.8% | +4.5% | +53.3% | +51.4% |
| 3Y | +338.1% | +46.2% | +291.9% | +246.9% |
| 5Y | +384.2% | +40.9% | +343.3% | +281.6% |
| 10Y | +353.1% | +145.1% | +208.0% | +149.2% |
| All | +278.3% | +127.4% | +150.9% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling