+341.1%
SAN vs WTW
+61.8%
+279.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.8% | -7.8% | +5.0% | -1.6% |
| 30D | -0.5% | -7.9% | +7.3% | +0.7% |
| 3M | +22.7% | +19.9% | +2.8% | +19.9% |
| 6M | +28.8% | +9.8% | +19.0% | +27.4% |
| YTD | +26.3% | -3.3% | +29.6% | +27.5% |
| 1Y | +48.8% | -3.3% | +52.1% | +50.1% |
| All | +341.1% | +61.8% | +279.3% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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