+30.8%
WAT vs SAN
+267.8%
-237.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | -1.1% | +4.9% | -6.0% | -2.5% |
| 30D | +5.0% | -13.0% | +17.9% | +8.9% |
| 3M | +14.5% | -18.9% | +33.4% | +21.0% |
| 6M | +30.9% | -4.1% | +35.1% | +31.5% |
| YTD | +20.5% | +2.6% | +17.9% | +18.0% |
| 1Y | +23.3% | +16.9% | +6.4% | +16.3% |
| 3Y | +81.5% | +239.1% | -157.6% | +24.5% |
| All | +30.8% | +267.8% | -237.0% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling