+2,101.2%
SAN vs WSM
+34,755.7%
-32,654.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.3% |
| 7D | +1.8% | -3.3% | +5.0% | +2.5% |
| 30D | +2.0% | -8.4% | +10.4% | +3.9% |
| 3M | +19.7% | +9.7% | +10.1% | +17.2% |
| 6M | +30.6% | +16.7% | +14.0% | +26.2% |
| YTD | +28.8% | +28.7% | +0.2% | +21.7% |
| 1Y | +57.8% | +13.7% | +44.1% | +52.7% |
| 3Y | +338.1% | +230.1% | +108.0% | +222.0% |
| 5Y | +384.2% | +179.0% | +205.3% | +257.0% |
| 10Y | +353.1% | +1,002.5% | -649.4% | +129.4% |
| All | +2,101.2% | +34,755.7% | -32,654.5% | +536.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling