+274.8%
SAN vs WCC
+123.5%
+151.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.9% |
| 7D | +4.9% | -14.7% | +19.6% | +9.1% |
| 30D | -13.0% | -20.1% | +7.1% | -7.9% |
| 3M | -18.9% | -21.2% | +2.3% | -14.2% |
| 6M | -4.1% | -19.2% | +15.0% | 0.0% |
| YTD | +2.6% | +20.2% | -17.6% | -5.9% |
| 1Y | +16.9% | +14.5% | +2.5% | +8.8% |
| 3Y | +239.1% | +115.1% | +123.9% | +140.0% |
| All | +274.8% | +123.5% | +151.3% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling