+143.5%
WBD vs SAN
+342.3%
-198.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.6% |
| 30D | +4.2% | -0.5% | +4.7% | +4.3% |
| 3M | +7.5% | +22.7% | -15.2% | -2.4% |
| 6M | +1.6% | +28.8% | -27.2% | -10.6% |
| YTD | -2.2% | +26.3% | -28.4% | -14.4% |
| 1Y | +124.9% | +48.8% | +76.0% | +77.9% |
| All | +143.5% | +342.3% | -198.8% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling