+1,679.3%
SAN vs WWD
+14,113.5%
-12,434.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.7% | -3.6% |
| 7D | +4.9% | +4.2% | +0.8% | +3.0% |
| 30D | -13.0% | -2.1% | -10.8% | -12.6% |
| 3M | -18.9% | -13.2% | -5.7% | -14.8% |
| 6M | -4.1% | -16.9% | +12.7% | +1.8% |
| YTD | +2.6% | +5.2% | -2.7% | -1.5% |
| 1Y | +16.9% | +20.6% | -3.7% | +6.0% |
| 3Y | +239.1% | +146.3% | +92.7% | +124.7% |
| 5Y | +266.8% | +171.3% | +95.5% | +130.0% |
| 10Y | +246.0% | +471.3% | -225.3% | +56.9% |
| All | +1,679.3% | +14,113.5% | -12,434.2% | +387.8% |
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