+228.0%
WAB vs SAN
+381.9%
-153.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +1.7% | +3.3% | -1.7% | +0.5% |
| 30D | -2.4% | +1.1% | -3.5% | -2.8% |
| 3M | +9.7% | +22.2% | -12.5% | +2.1% |
| 6M | +16.5% | +36.0% | -19.5% | +4.3% |
| YTD | +33.7% | +28.2% | +5.5% | +21.2% |
| 1Y | +49.7% | +54.1% | -4.5% | +27.0% |
| 3Y | +170.9% | +354.2% | -183.3% | +52.3% |
| 5Y | +228.0% | +387.3% | -159.2% | +69.5% |
| All | +228.0% | +381.9% | -153.9% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling