+17,845.4%
WDC vs SAN
+2,116.5%
+15,728.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.2% |
| 7D | +1.7% | +1.8% | 0.0% | +0.9% |
| 30D | -10.0% | +2.0% | -11.9% | -10.8% |
| 3M | -18.8% | +19.7% | -38.5% | -24.3% |
| 6M | +79.0% | +30.6% | +48.4% | +61.0% |
| YTD | +171.6% | +28.8% | +142.7% | +145.0% |
| 1Y | +417.4% | +57.8% | +359.6% | +330.6% |
| 3Y | +1,251.8% | +338.1% | +913.7% | +632.0% |
| 5Y | +911.7% | +384.2% | +527.5% | +411.6% |
| 10Y | +1,399.6% | +353.1% | +1,046.5% | +652.5% |
| All | +17,845.4% | +2,116.5% | +15,728.9% | +4,339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling