+335.4%
SAN vs WY
+7.2%
+328.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.9% |
| 7D | -2.8% | -3.7% | +0.9% | -1.1% |
| 30D | -0.5% | -11.3% | +10.8% | +5.1% |
| 3M | +22.7% | -8.1% | +30.9% | +26.8% |
| 6M | +28.8% | -7.4% | +36.2% | +32.4% |
| YTD | +26.3% | -4.7% | +31.0% | +27.1% |
| 1Y | +48.8% | -9.2% | +58.0% | +52.8% |
| 3Y | +347.2% | -24.7% | +371.9% | +392.5% |
| 5Y | +383.8% | -21.6% | +405.3% | +414.0% |
| All | +335.4% | +7.2% | +328.2% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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