0.0%
W vs SAN
+22.7%
-22.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.3% |
| 7D | +1.1% | +10.8% | -9.7% | -6.2% |
| 30D | +6.4% | -5.7% | +12.2% | +10.7% |
| 3M | +9.0% | -13.4% | +22.4% | +20.4% |
| 6M | +69.8% | +3.5% | +66.3% | +61.9% |
| YTD | +12.1% | +9.7% | +2.3% | -2.0% |
| 1Y | 0.0% | +20.9% | -20.9% | -20.3% |
| All | 0.0% | +22.7% | -22.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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