+330.3%
WM vs SAN
+270.1%
+60.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +3.2% | +4.0% | -0.8% | +2.6% |
| 30D | +13.0% | -7.8% | +20.8% | +14.1% |
| 3M | +9.2% | -16.4% | +25.6% | +11.6% |
| 6M | +13.6% | +3.5% | +10.1% | +12.5% |
| YTD | +12.4% | +6.7% | +5.7% | +10.0% |
| 1Y | +21.2% | +14.5% | +6.7% | +17.3% |
| 3Y | +48.7% | +243.5% | -194.8% | +18.8% |
| 5Y | +61.9% | +296.2% | -234.3% | +22.9% |
| All | +330.3% | +270.1% | +60.2% | +221.0% |
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