+1,329.2%
WDC vs SAN
+358.9%
+970.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.3% |
| 7D | +1.7% | +1.8% | 0.0% | +0.7% |
| 30D | -10.0% | +2.0% | -11.9% | -11.0% |
| 3M | -18.8% | +19.7% | -38.5% | -25.9% |
| 6M | +79.0% | +30.6% | +48.4% | +56.2% |
| YTD | +171.6% | +28.8% | +142.7% | +137.3% |
| 1Y | +417.4% | +57.8% | +359.6% | +315.6% |
| All | +1,329.2% | +358.9% | +970.3% | +684.3% |
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