+211.2%
SAN vs NWSA
+97.3%
+113.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.8% |
| 7D | +1.0% | -0.8% | +1.8% | +1.4% |
| 30D | -9.4% | -11.3% | +2.0% | -4.4% |
| 3M | -17.1% | -8.1% | -9.1% | -14.3% |
| 6M | +2.2% | -0.7% | +2.9% | +0.7% |
| YTD | +6.0% | +1.3% | +4.6% | +2.9% |
| 1Y | +12.7% | -1.3% | +14.0% | +10.8% |
| 3Y | +242.1% | +28.4% | +213.8% | +187.4% |
| 5Y | +293.6% | +15.3% | +278.3% | +240.7% |
| 10Y | +266.1% | +142.7% | +123.4% | +101.5% |
| All | +211.2% | +97.3% | +113.9% | +86.0% |
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