+348.2%
SAN vs WST
+322.7%
+25.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.8% | +0.7% | +1.0% | +1.6% |
| 30D | +2.0% | -3.1% | +5.1% | +2.6% |
| 3M | +19.7% | +7.2% | +12.5% | +18.0% |
| 6M | +30.6% | +36.8% | -6.2% | +22.4% |
| YTD | +28.8% | +23.8% | +5.0% | +22.8% |
| 1Y | +57.8% | +37.8% | +20.0% | +46.7% |
| 3Y | +338.1% | -15.9% | +354.0% | +328.9% |
| 5Y | +384.2% | -25.8% | +410.0% | +370.3% |
| All | +348.2% | +322.7% | +25.6% | +161.2% |
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