+4,092.2%
WAB vs SAN
+2,134.0%
+1,958.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -3.2% | +1.8% | -5.0% | -3.9% |
| 30D | -4.4% | +2.0% | -6.4% | -5.2% |
| 3M | +7.9% | +19.7% | -11.9% | +0.6% |
| 6M | +8.7% | +30.6% | -21.9% | -2.1% |
| YTD | +33.0% | +28.8% | +4.1% | +19.5% |
| 1Y | +46.7% | +57.8% | -11.1% | +21.9% |
| 3Y | +153.0% | +338.1% | -185.1% | +39.9% |
| 5Y | +222.3% | +384.2% | -161.9% | +66.0% |
| 10Y | +291.0% | +353.1% | -62.2% | +96.2% |
| All | +4,092.2% | +2,134.0% | +1,958.2% | +1,152.0% |
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