+20.8%
WM vs SAN
+23.5%
-2.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +2.2% |
| 7D | +5.9% | +4.5% | +1.4% | +6.4% |
| 30D | +15.4% | -12.1% | +27.5% | +13.4% |
| 3M | +6.3% | -15.6% | +21.9% | +3.9% |
| 6M | +5.6% | +5.8% | -0.2% | +7.0% |
| YTD | +9.9% | +5.5% | +4.5% | +10.8% |
| 1Y | +20.8% | +23.6% | -2.8% | +22.3% |
| All | +20.8% | +23.5% | -2.6% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling