+189.4%
WEC vs SAN
+255.1%
-65.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.4% | +10.8% | -9.4% | +0.5% |
| 30D | +12.8% | -5.7% | +18.5% | +13.3% |
| 3M | +11.2% | -13.4% | +24.7% | +12.4% |
| 6M | +6.6% | +3.5% | +3.1% | +6.0% |
| YTD | +13.8% | +9.7% | +4.1% | +12.2% |
| 1Y | +7.6% | +20.9% | -13.2% | +5.1% |
| 3Y | +62.2% | +254.3% | -192.1% | +41.8% |
| 5Y | +52.0% | +304.2% | -252.3% | +29.2% |
| 10Y | +189.4% | +260.2% | -70.9% | +123.1% |
| All | +189.4% | +255.1% | -65.7% | +123.1% |
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