+10,726.6%
WAT vs SAN
+1,776.0%
+8,950.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | +2.3% | +2.0% | +0.4% | +1.7% |
| 3M | +8.7% | +19.7% | -11.0% | +2.9% |
| 6M | +28.3% | +30.6% | -2.3% | +18.2% |
| YTD | +7.8% | +28.8% | -21.1% | -0.9% |
| 1Y | +36.6% | +57.8% | -21.2% | +18.2% |
| 3Y | +45.7% | +338.1% | -292.5% | -7.8% |
| 5Y | -3.3% | +384.2% | -387.5% | -42.4% |
| 10Y | +162.1% | +353.1% | -191.0% | +48.7% |
| All | +10,726.6% | +1,776.0% | +8,950.6% | +3,621.2% |
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