+61.9%
WM vs SAN
+294.0%
-232.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +3.2% | +4.0% | -0.8% | +3.1% |
| 30D | +13.0% | -7.8% | +20.8% | +13.2% |
| 3M | +9.2% | -16.4% | +25.6% | +9.7% |
| 6M | +13.6% | +3.5% | +10.1% | +13.3% |
| YTD | +12.4% | +6.7% | +5.7% | +11.6% |
| 1Y | +21.2% | +14.5% | +6.7% | +19.7% |
| 3Y | +48.7% | +243.5% | -194.8% | +35.6% |
| All | +61.9% | +294.0% | -232.2% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling