+171.8%
WAB vs SAN
+258.9%
-87.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +3.3% |
| 7D | +4.0% | +8.7% | -4.8% | +1.4% |
| 30D | +4.5% | -6.5% | +11.0% | +6.3% |
| 3M | +2.3% | -14.2% | +16.5% | +6.6% |
| 6M | +12.5% | +2.7% | +9.8% | +10.8% |
| YTD | +40.2% | +8.9% | +31.3% | +34.6% |
| 1Y | +45.2% | +23.4% | +21.8% | +34.4% |
| 3Y | +171.8% | +257.9% | -86.1% | +94.9% |
| All | +171.8% | +258.9% | -87.1% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling