+386.0%
WDC vs SAN
+49.3%
+336.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | +4.4% | -2.8% | +7.2% | +6.5% |
| 30D | +5.3% | -0.5% | +5.8% | +5.5% |
| 3M | -5.9% | +22.7% | -28.7% | -19.2% |
| 6M | +73.2% | +28.8% | +44.5% | +43.6% |
| YTD | +167.8% | +26.3% | +141.6% | +116.9% |
| 1Y | +386.0% | +48.8% | +337.1% | +253.0% |
| All | +386.0% | +49.3% | +336.7% | +253.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling