+293.6%
SAN vs WCN
+48.2%
+245.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | +1.0% | +1.2% | -0.2% | +0.7% |
| 30D | -9.4% | +26.4% | -35.8% | -14.1% |
| 3M | -17.1% | +17.5% | -34.7% | -20.1% |
| 6M | +2.2% | +28.7% | -26.6% | -4.3% |
| YTD | +6.0% | +11.5% | -5.5% | +3.3% |
| 1Y | +12.7% | +15.9% | -3.2% | +8.3% |
| 3Y | +242.1% | +51.6% | +190.6% | +197.6% |
| 5Y | +293.6% | +47.9% | +245.7% | +249.3% |
| All | +293.6% | +48.2% | +245.4% | +249.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling