+265.3%
SAN vs WST
+449.7%
-184.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +1.0% | +4.9% | -3.9% | +0.1% |
| 30D | -9.4% | +10.7% | -20.1% | -11.1% |
| 3M | -17.1% | +16.8% | -34.0% | -19.6% |
| 6M | +2.2% | +32.0% | -29.8% | -3.3% |
| YTD | +6.0% | +49.9% | -43.9% | -2.6% |
| 1Y | +12.7% | +50.6% | -37.9% | +3.4% |
| 3Y | +242.1% | +21.4% | +220.7% | +209.1% |
| 5Y | +293.6% | -0.6% | +294.2% | +260.8% |
| All | +265.3% | +449.7% | -184.4% | +92.7% |
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