+496.3%
SAN vs WTW
+1,139.1%
-642.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.0% |
| 7D | +3.3% | -2.7% | +6.1% | +4.8% |
| 30D | +1.1% | -5.6% | +6.7% | +4.1% |
| 3M | +22.2% | +26.5% | -4.3% | +7.1% |
| 6M | +36.0% | +8.1% | +27.9% | +28.0% |
| YTD | +28.2% | -0.3% | +28.5% | +24.6% |
| 1Y | +54.1% | -0.9% | +55.0% | +49.7% |
| 3Y | +354.2% | +66.6% | +287.6% | +222.2% |
| 5Y | +387.3% | +54.0% | +333.3% | +257.3% |
| 10Y | +334.8% | +198.1% | +136.7% | +114.3% |
| All | +496.3% | +1,139.1% | -642.7% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling