+12,506.9%
WAT vs SAN
+1,485.1%
+11,021.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -2.0% | +2.4% |
| 7D | +6.0% | +8.7% | -2.7% | +3.5% |
| 30D | +9.9% | -6.5% | +16.4% | +11.8% |
| 3M | +17.2% | -14.2% | +31.4% | +22.1% |
| 6M | +34.2% | +2.7% | +31.5% | +32.2% |
| YTD | +25.5% | +8.9% | +16.6% | +20.9% |
| 1Y | +28.3% | +23.4% | +4.9% | +19.1% |
| 3Y | +88.4% | +257.9% | -169.6% | +26.2% |
| 5Y | +36.1% | +297.8% | -261.6% | -14.0% |
| 10Y | +234.8% | +259.6% | -24.8% | +102.7% |
| All | +12,506.9% | +1,485.1% | +11,021.9% | +4,436.5% |
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