+142.4%
WFC vs SAN
+329.5%
-187.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | +2.5% | -0.1% | +2.5% | +2.4% |
| 3M | +10.0% | +19.6% | -9.7% | -0.6% |
| 6M | +15.1% | +32.7% | -17.6% | -2.5% |
| YTD | -2.2% | +26.7% | -28.9% | -15.7% |
| 1Y | +13.5% | +51.6% | -38.2% | -11.8% |
| 3Y | +135.2% | +348.7% | -213.5% | -5.7% |
| 5Y | +128.3% | +378.7% | -250.4% | -15.7% |
| 10Y | +142.4% | +336.9% | -194.6% | -15.0% |
| All | +142.4% | +329.5% | -187.2% | -15.0% |
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 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