+48.8%
SAN vs WY
-9.3%
+58.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.1% |
| 7D | -2.8% | -3.7% | +0.9% | -2.2% |
| 30D | -0.5% | -11.3% | +10.8% | +1.5% |
| 3M | +22.7% | -8.1% | +30.9% | +24.0% |
| 6M | +28.8% | -7.4% | +36.2% | +29.2% |
| YTD | +26.3% | -4.7% | +31.0% | +25.0% |
| 1Y | +48.8% | -9.2% | +58.0% | +47.6% |
| All | +48.8% | -9.3% | +58.1% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling