+354.2%
SAN vs WU
-27.2%
+381.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | +3.3% | -0.8% | +4.2% | +3.5% |
| 30D | +1.1% | -1.1% | +2.2% | +1.3% |
| 3M | +22.2% | -1.8% | +24.0% | +20.9% |
| 6M | +36.0% | -23.9% | +59.9% | +45.3% |
| YTD | +28.2% | -20.4% | +48.7% | +34.8% |
| 1Y | +54.1% | -10.6% | +64.7% | +54.9% |
| 3Y | +354.2% | -27.7% | +382.0% | +373.3% |
| All | +354.2% | -27.2% | +381.5% | +373.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling