+378.7%
SAN vs WY
-20.4%
+399.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | -1.7% | +1.2% | +0.2% |
| 30D | -0.1% | -9.9% | +9.8% | +4.2% |
| 3M | +19.6% | -7.5% | +27.2% | +22.8% |
| 6M | +32.7% | -5.1% | +37.8% | +34.6% |
| YTD | +26.7% | -2.1% | +28.8% | +25.8% |
| 1Y | +51.6% | -7.3% | +59.0% | +54.0% |
| 3Y | +348.7% | -22.6% | +371.4% | +385.8% |
| 5Y | +378.7% | -19.8% | +398.5% | +400.1% |
| All | +378.7% | -20.4% | +399.1% | +400.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling