+328.7%
WM vs SAN
+267.2%
+61.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | -0.6% |
| 7D | -0.5% | +8.7% | -9.2% | -1.6% |
| 30D | +13.3% | -6.5% | +19.8% | +14.2% |
| 3M | +4.4% | -14.2% | +18.6% | +6.3% |
| 6M | +10.8% | +2.7% | +8.1% | +9.9% |
| YTD | +9.1% | +8.9% | +0.2% | +6.5% |
| 1Y | +19.1% | +23.4% | -4.2% | +14.1% |
| 3Y | +45.7% | +257.9% | -212.3% | +15.9% |
| 5Y | +60.4% | +297.8% | -237.3% | +22.2% |
| 10Y | +328.7% | +259.6% | +69.1% | +223.2% |
| All | +328.7% | +267.2% | +61.5% | +223.2% |
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