+267.7%
SAN vs WWD
+439.4%
-171.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +4.0% | +4.0% | 0.0% | +2.2% |
| 30D | -7.8% | +0.4% | -8.2% | -8.4% |
| 3M | -16.4% | -7.9% | -8.4% | -13.7% |
| 6M | +3.5% | -10.6% | +14.2% | +7.4% |
| YTD | +6.7% | +9.4% | -2.7% | -0.4% |
| 1Y | +14.5% | +25.7% | -11.3% | -0.6% |
| 3Y | +243.5% | +148.5% | +95.0% | +102.8% |
| 5Y | +296.2% | +189.5% | +106.7% | +109.4% |
| All | +267.7% | +439.4% | -171.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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