+239.1%
SAN vs WST
+19.1%
+220.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | +4.9% | -3.1% | +8.0% | +5.2% |
| 30D | -13.0% | +9.1% | -22.1% | -13.8% |
| 3M | -18.9% | +14.7% | -33.6% | -20.0% |
| 6M | -4.1% | +28.0% | -32.2% | -6.6% |
| YTD | +2.6% | +45.6% | -43.1% | -1.7% |
| 1Y | +16.9% | +45.7% | -28.7% | +12.0% |
| 3Y | +239.1% | +21.1% | +218.0% | +207.6% |
| All | +239.1% | +19.1% | +220.0% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling