+260.2%
SAN vs WST
+446.4%
-186.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +10.8% | +1.4% | +9.4% | +10.5% |
| 30D | -5.7% | +12.7% | -18.5% | -7.9% |
| 3M | -13.4% | +17.2% | -30.6% | -16.0% |
| 6M | +3.5% | +26.7% | -23.1% | -1.2% |
| YTD | +9.7% | +50.3% | -40.5% | +0.8% |
| 1Y | +20.9% | +50.2% | -29.4% | +10.9% |
| 3Y | +254.3% | +21.7% | +232.6% | +219.9% |
| 5Y | +304.2% | +2.0% | +302.2% | +268.4% |
| 10Y | +260.2% | +451.1% | -190.9% | +88.2% |
| All | +260.2% | +446.4% | -186.1% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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