+444.1%
SAN vs WCC
+1,713.7%
-1,269.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -2.1% |
| 7D | +1.8% | +4.5% | -2.7% | +0.2% |
| 30D | +2.0% | -5.8% | +7.8% | +3.8% |
| 3M | +19.7% | -3.7% | +23.4% | +20.4% |
| 6M | +30.6% | +23.1% | +7.6% | +20.3% |
| YTD | +28.8% | +44.2% | -15.3% | +11.9% |
| 1Y | +57.8% | +62.1% | -4.3% | +30.8% |
| 3Y | +338.1% | +121.1% | +217.0% | +207.6% |
| 5Y | +384.2% | +214.0% | +170.3% | +188.3% |
| 10Y | +353.1% | +472.8% | -119.6% | +100.2% |
| All | +444.1% | +1,713.7% | -1,269.6% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling