+280.5%
WAB vs SAN
+255.1%
+25.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | +4.0% | +10.8% | -6.7% | -0.6% |
| 30D | +6.3% | -5.7% | +12.1% | +8.8% |
| 3M | +3.3% | -13.4% | +16.7% | +9.4% |
| 6M | +14.5% | +3.5% | +10.9% | +11.5% |
| YTD | +42.7% | +9.7% | +32.9% | +33.8% |
| 1Y | +45.2% | +20.9% | +24.3% | +30.3% |
| 3Y | +173.8% | +254.3% | -80.5% | +44.4% |
| 5Y | +223.8% | +304.2% | -80.4% | +52.9% |
| 10Y | +280.5% | +260.2% | +20.3% | +74.1% |
| All | +280.5% | +255.1% | +25.4% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling