+13.0%
SAN vs WST
+47.8%
-34.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | +4.9% | -3.1% | +8.0% | +5.3% |
| 30D | -13.0% | +9.1% | -22.1% | -14.0% |
| 3M | -18.9% | +14.7% | -33.6% | -20.3% |
| 6M | -4.1% | +28.0% | -32.2% | -7.4% |
| YTD | +2.6% | +45.6% | -43.1% | -5.5% |
| All | +13.0% | +47.8% | -34.9% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling