+4,319.4%
WAB vs SAN
+1,787.6%
+2,531.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +2.9% |
| 7D | +4.0% | +8.7% | -4.8% | +0.7% |
| 30D | +4.5% | -6.5% | +11.0% | +6.8% |
| 3M | +2.3% | -14.2% | +16.5% | +7.8% |
| 6M | +12.5% | +2.7% | +9.8% | +10.4% |
| YTD | +40.2% | +8.9% | +31.3% | +33.5% |
| 1Y | +45.2% | +23.4% | +21.8% | +31.9% |
| 3Y | +171.8% | +257.9% | -86.1% | +61.5% |
| 5Y | +217.6% | +297.8% | -80.2% | +75.7% |
| 10Y | +285.3% | +259.6% | +25.7% | +109.8% |
| All | +4,319.4% | +1,787.6% | +2,531.9% | +1,299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling