+229.7%
WAT vs SAN
+267.7%
-38.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.1% |
| 7D | +2.0% | +1.0% | +1.0% | +1.7% |
| 30D | +7.7% | -9.4% | +17.1% | +10.5% |
| 3M | +11.1% | -17.1% | +28.2% | +16.8% |
| 6M | +31.2% | +2.2% | +29.1% | +29.5% |
| YTD | +21.7% | +6.0% | +15.7% | +18.1% |
| 1Y | +19.3% | +12.7% | +6.6% | +13.7% |
| 3Y | +80.6% | +242.1% | -161.5% | +22.9% |
| 5Y | +29.5% | +293.6% | -264.1% | -17.9% |
| All | +229.7% | +267.7% | -38.0% | +102.9% |
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 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