+336.4%
WM vs SAN
+236.7%
+99.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.8% |
| 7D | +1.2% | +4.9% | -3.7% | +0.6% |
| 30D | +13.1% | -13.0% | +26.1% | +15.0% |
| 3M | +3.6% | -18.9% | +22.5% | +6.3% |
| 6M | +8.1% | -4.1% | +12.2% | +8.1% |
| YTD | +8.9% | +2.6% | +6.3% | +7.2% |
| 1Y | +20.3% | +16.9% | +3.4% | +16.0% |
| 3Y | +46.2% | +239.1% | -192.9% | +17.1% |
| 5Y | +59.9% | +266.8% | -206.9% | +23.3% |
| All | +336.4% | +236.7% | +99.7% | +232.1% |
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