+4,398.0%
WAB vs SAN
+1,802.7%
+2,595.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +4.0% | +10.8% | -6.7% | +0.1% |
| 30D | +6.3% | -5.7% | +12.1% | +8.4% |
| 3M | +3.3% | -13.4% | +16.7% | +8.5% |
| 6M | +14.5% | +3.5% | +10.9% | +12.1% |
| YTD | +42.7% | +9.7% | +32.9% | +35.5% |
| 1Y | +45.2% | +20.9% | +24.3% | +32.9% |
| 3Y | +173.8% | +254.3% | -80.5% | +63.3% |
| 5Y | +223.8% | +304.2% | -80.4% | +78.0% |
| 10Y | +280.5% | +260.2% | +20.3% | +107.0% |
| All | +4,398.0% | +1,802.7% | +2,595.3% | +1,319.9% |
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 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