+992.2%
WDC vs SAN
+381.9%
+610.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +6.0% | +3.3% | +2.6% | +4.1% |
| 30D | +9.9% | +1.1% | +8.8% | +9.2% |
| 3M | -9.4% | +22.2% | -31.6% | -17.9% |
| 6M | +94.7% | +36.0% | +58.7% | +67.8% |
| YTD | +177.3% | +28.2% | +149.0% | +144.7% |
| 1Y | +412.4% | +54.1% | +358.3% | +316.6% |
| 3Y | +1,359.3% | +354.2% | +1,005.1% | +617.1% |
| 5Y | +992.2% | +387.3% | +604.9% | +384.1% |
| All | +992.2% | +381.9% | +610.3% | +384.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling