+192.6%
SAN vs WU
-19.6%
+212.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +1.8% | -0.8% | +2.6% | +2.2% |
| 30D | +2.0% | -1.1% | +3.1% | +2.4% |
| 3M | +19.7% | -3.9% | +23.6% | +18.9% |
| 6M | +30.6% | -20.7% | +51.3% | +43.9% |
| YTD | +28.8% | -18.4% | +47.2% | +39.0% |
| 1Y | +57.8% | -8.1% | +65.8% | +56.3% |
| 3Y | +338.1% | -24.2% | +362.3% | +369.8% |
| 5Y | +384.2% | -50.4% | +434.7% | +552.9% |
| 10Y | +353.1% | -40.0% | +393.2% | +423.5% |
| All | +192.6% | -19.6% | +212.2% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling