+1,309.1%
WDC vs SAN
+329.5%
+979.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.7% |
| 7D | +7.5% | -0.5% | +7.9% | +7.7% |
| 30D | +10.1% | -0.1% | +10.1% | +9.9% |
| 3M | -6.8% | +19.6% | -26.5% | -15.3% |
| 6M | +84.1% | +32.7% | +51.5% | +58.2% |
| YTD | +180.3% | +26.7% | +153.6% | +145.7% |
| 1Y | +411.1% | +51.6% | +359.4% | +307.9% |
| 3Y | +1,375.0% | +348.7% | +1,026.3% | +539.7% |
| 5Y | +991.6% | +378.7% | +612.8% | +333.3% |
| 10Y | +1,309.1% | +336.9% | +972.1% | +478.1% |
| All | +1,309.1% | +329.5% | +979.5% | +478.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling