+2,135.0%
SAN vs WWD
+15,408.5%
-13,273.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +1.8% | +1.3% | +0.5% | +1.3% |
| 30D | +2.0% | -7.2% | +9.1% | +4.8% |
| 3M | +19.7% | -3.8% | +23.6% | +20.7% |
| 6M | +30.6% | -9.9% | +40.5% | +35.1% |
| YTD | +28.8% | +14.8% | +14.0% | +20.2% |
| 1Y | +57.8% | +42.1% | +15.7% | +34.5% |
| 3Y | +338.1% | +170.8% | +167.3% | +181.0% |
| 5Y | +384.2% | +197.5% | +186.7% | +194.0% |
| 10Y | +353.1% | +477.8% | -124.7% | +105.1% |
| All | +2,135.0% | +15,408.5% | -13,273.5% | +495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling