+336.9%
SAN vs WU
-40.9%
+377.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.8% |
| 7D | -0.5% | -4.9% | +4.5% | +1.9% |
| 30D | -0.1% | -1.3% | +1.2% | +0.4% |
| 3M | +19.6% | -3.6% | +23.2% | +18.7% |
| 6M | +32.7% | -24.3% | +57.0% | +48.0% |
| YTD | +26.7% | -21.1% | +47.8% | +37.7% |
| 1Y | +51.6% | -10.3% | +62.0% | +52.3% |
| 3Y | +348.7% | -28.4% | +377.1% | +393.1% |
| 5Y | +378.7% | -51.2% | +429.9% | +544.5% |
| 10Y | +336.9% | -39.6% | +376.6% | +427.7% |
| All | +336.9% | -40.9% | +377.8% | +427.7% |
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