+345.3%
SAN vs WCN
+235.9%
+109.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.2% | -3.1% | +3.3% | +1.5% |
| 30D | +0.9% | -3.4% | +4.3% | +2.4% |
| 3M | +19.1% | +3.0% | +16.1% | +16.9% |
| 6M | +33.2% | -3.8% | +36.9% | +33.9% |
| YTD | +29.1% | -8.3% | +37.4% | +32.2% |
| 1Y | +50.2% | -9.7% | +60.0% | +54.6% |
| 3Y | +351.0% | +17.2% | +333.9% | +302.0% |
| 5Y | +394.7% | +25.3% | +369.4% | +317.1% |
| All | +345.3% | +235.9% | +109.4% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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