+342.6%
SAN vs WY
-23.0%
+365.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -1.7% | +1.2% | 0.0% |
| 30D | -0.1% | -9.9% | +9.8% | +3.2% |
| 3M | +19.6% | -7.5% | +27.2% | +22.1% |
| 6M | +32.7% | -5.1% | +37.8% | +34.1% |
| YTD | +26.7% | -2.1% | +28.8% | +25.8% |
| 1Y | +51.6% | -7.3% | +59.0% | +53.4% |
| All | +342.6% | -23.0% | +365.6% | +363.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling