+152.6%
WAT vs SAN
+338.5%
-185.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -0.7% | +3.3% | -4.1% | -1.6% |
| 30D | -1.0% | +1.1% | -2.1% | -1.3% |
| 3M | +10.9% | +22.2% | -11.3% | +4.4% |
| 6M | +33.2% | +36.0% | -2.8% | +21.4% |
| YTD | +6.1% | +28.2% | -22.2% | -2.3% |
| 1Y | +30.2% | +54.1% | -23.9% | +13.6% |
| 3Y | +52.9% | +354.2% | -301.4% | -4.2% |
| 5Y | -5.1% | +387.3% | -392.4% | -43.6% |
| 10Y | +152.6% | +334.8% | -182.2% | +44.4% |
| All | +152.6% | +338.5% | -185.9% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling