+2,101.2%
SAN vs WY
+688.1%
+1,413.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +1.8% | -1.7% | +3.5% | +2.6% |
| 30D | +2.0% | -10.1% | +12.1% | +7.2% |
| 3M | +19.7% | -5.1% | +24.9% | +21.8% |
| 6M | +30.6% | -4.8% | +35.4% | +32.7% |
| YTD | +28.8% | -0.2% | +29.1% | +27.1% |
| 1Y | +57.8% | -6.6% | +64.4% | +59.9% |
| 3Y | +338.1% | -22.7% | +360.9% | +376.3% |
| 5Y | +384.2% | -22.2% | +406.4% | +417.3% |
| 10Y | +353.1% | +7.3% | +345.9% | +283.8% |
| All | +2,101.2% | +688.1% | +1,413.1% | +857.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling