+40.8%
WEC vs SAN
+356.8%
-316.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +0.8% | +3.3% | -2.5% | +0.6% |
| 30D | +0.3% | +1.1% | -0.8% | +0.3% |
| 3M | -2.9% | +22.2% | -25.1% | -4.1% |
| 6M | -5.9% | +36.0% | -41.9% | -7.9% |
| YTD | +4.1% | +28.2% | -24.1% | +2.1% |
| 1Y | +3.1% | +54.1% | -51.0% | -0.9% |
| 3Y | +40.8% | +354.2% | -313.5% | +11.6% |
| All | +40.8% | +356.8% | -316.0% | +11.6% |
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