+260.2%
SAN vs WCC
+460.5%
-200.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +10.8% | -9.9% | +20.7% | +14.3% |
| 30D | -5.7% | -13.4% | +7.7% | -1.7% |
| 3M | -13.4% | -13.5% | 0.0% | -10.2% |
| 6M | +3.5% | -10.6% | +14.2% | +5.2% |
| YTD | +9.7% | +30.1% | -20.3% | -4.6% |
| 1Y | +20.9% | +22.3% | -1.5% | +7.4% |
| 3Y | +254.3% | +130.3% | +124.0% | +124.4% |
| 5Y | +304.2% | +144.5% | +159.7% | +131.9% |
| 10Y | +260.2% | +431.8% | -171.6% | +24.0% |
| All | +260.2% | +460.5% | -200.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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