+37.0%
WAT vs SAN
+2.9%
+34.1%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -2.0% | +3.0% |
| 7D | +6.0% | +8.7% | -2.7% | +4.3% |
| 30D | +9.9% | -6.5% | +16.4% | +11.1% |
| 3M | +17.2% | -14.2% | +31.4% | +19.7% |
| All | +37.0% | +2.9% | +34.1% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling