+324.8%
WM vs SAN
+275.0%
+49.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.3% |
| 7D | +0.8% | +3.4% | -2.6% | +0.3% |
| 30D | +13.8% | -6.3% | +20.1% | +14.6% |
| 3M | +6.4% | -14.1% | +20.5% | +8.3% |
| 6M | +13.2% | +4.2% | +9.0% | +12.0% |
| YTD | +10.8% | +9.0% | +1.7% | +8.2% |
| 1Y | +20.2% | +18.8% | +1.4% | +15.7% |
| 3Y | +46.5% | +252.0% | -205.6% | +16.6% |
| 5Y | +61.3% | +299.5% | -238.2% | +22.5% |
| 10Y | +324.8% | +276.7% | +48.1% | +216.0% |
| All | +324.8% | +275.0% | +49.7% | +216.0% |
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