+117.7%
WFC vs SAN
+235.5%
-117.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +1.2% | +4.9% | -3.7% | -0.3% |
| 30D | +5.2% | -13.0% | +18.2% | +9.7% |
| 3M | -3.0% | -18.9% | +15.8% | +3.2% |
| 6M | +6.2% | -4.1% | +10.4% | +7.0% |
| YTD | -7.9% | +2.6% | -10.5% | -9.7% |
| 1Y | +0.3% | +16.9% | -16.7% | -5.7% |
| 3Y | +117.7% | +239.1% | -121.3% | +50.9% |
| All | +117.7% | +235.5% | -117.8% | +50.9% |
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