+276.7%
SAN vs WU
-37.2%
+313.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.8% |
| 7D | +3.4% | +2.1% | +1.3% | +2.2% |
| 30D | -6.3% | +10.1% | -16.4% | -10.6% |
| 3M | -14.1% | -1.1% | -13.0% | -14.2% |
| 6M | +4.2% | -19.8% | +24.0% | +12.8% |
| YTD | +9.0% | -20.8% | +29.8% | +17.8% |
| 1Y | +18.8% | -15.1% | +33.9% | +23.4% |
| 3Y | +252.0% | -23.2% | +275.2% | +273.1% |
| 5Y | +299.5% | -42.6% | +342.1% | +385.2% |
| 10Y | +276.7% | -38.9% | +315.5% | +337.0% |
| All | +276.7% | -37.2% | +313.8% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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