+51.6%
SAN vs WWD
+41.0%
+10.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -0.1% | -5.1% | +5.0% | +1.4% |
| 3M | +19.6% | -11.2% | +30.9% | +23.4% |
| 6M | +32.7% | -12.0% | +44.7% | +35.9% |
| YTD | +26.7% | +12.0% | +14.7% | +26.5% |
| 1Y | +51.6% | +42.8% | +8.8% | +42.2% |
| All | +51.6% | +41.0% | +10.6% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling