+267.7%
SAN vs WSM
+1,131.4%
-863.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -7.8% | +5.1% | -12.9% | -8.9% |
| 3M | -16.4% | +5.1% | -21.5% | -17.4% |
| 6M | +3.5% | +48.6% | -45.1% | -6.1% |
| YTD | +6.7% | +44.2% | -37.5% | -2.5% |
| 1Y | +14.5% | +38.1% | -23.6% | +5.6% |
| 3Y | +243.5% | +257.2% | -13.7% | +141.1% |
| 5Y | +296.2% | +165.1% | +131.1% | +187.7% |
| All | +267.7% | +1,131.4% | -863.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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