+387.3%
SAN vs WCN
+30.9%
+356.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | +3.3% | -0.4% | +3.8% | +3.4% |
| 30D | +1.1% | -2.1% | +3.2% | +1.6% |
| 3M | +22.2% | +6.4% | +15.8% | +19.8% |
| 6M | +36.0% | -3.7% | +39.7% | +36.8% |
| YTD | +28.2% | -6.4% | +34.6% | +29.9% |
| 1Y | +54.1% | -7.9% | +62.1% | +56.9% |
| 3Y | +354.2% | +20.8% | +333.4% | +321.0% |
| 5Y | +387.3% | +29.0% | +358.3% | +340.7% |
| All | +387.3% | +30.9% | +356.4% | +340.7% |
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