+378.7%
SAN vs WSM
+182.5%
+196.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | -0.1% | -9.3% | +9.2% | +2.1% |
| 3M | +19.6% | +7.1% | +12.6% | +17.6% |
| 6M | +32.7% | +21.7% | +11.0% | +26.7% |
| YTD | +26.7% | +28.7% | -2.0% | +19.5% |
| 1Y | +51.6% | +13.9% | +37.8% | +46.3% |
| 3Y | +348.7% | +232.2% | +116.6% | +226.8% |
| 5Y | +378.7% | +176.4% | +202.3% | +244.8% |
| All | +378.7% | +182.5% | +196.2% | +244.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling