+336.9%
SAN vs WWD
+479.8%
-142.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -0.1% | -5.1% | +5.0% | +2.2% |
| 3M | +19.6% | -11.2% | +30.9% | +25.4% |
| 6M | +32.7% | -12.0% | +44.7% | +39.4% |
| YTD | +26.7% | +12.0% | +14.7% | +17.6% |
| 1Y | +51.6% | +42.8% | +8.8% | +24.1% |
| 3Y | +348.7% | +168.9% | +179.8% | +155.8% |
| 5Y | +378.7% | +192.2% | +186.5% | +153.3% |
| 10Y | +336.9% | +495.3% | -158.3% | +62.1% |
| All | +336.9% | +479.8% | -142.9% | +62.1% |
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