+269.8%
SAN vs WWD
+170.1%
+99.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.7% | -3.5% |
| 7D | +4.9% | +4.2% | +0.8% | +3.1% |
| 30D | -13.0% | -2.1% | -10.8% | -12.6% |
| 3M | -18.9% | -13.2% | -5.7% | -15.1% |
| 6M | -4.1% | -16.9% | +12.7% | +1.3% |
| YTD | +2.6% | +5.2% | -2.7% | -0.9% |
| 1Y | +16.9% | +20.6% | -3.7% | +6.9% |
| 3Y | +239.1% | +146.3% | +92.7% | +122.1% |
| All | +269.8% | +170.1% | +99.7% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling