+26,336.4%
WM vs SAN
+2,116.5%
+24,219.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.7% |
| 30D | -2.4% | +2.0% | -4.4% | -2.8% |
| 3M | +0.4% | +19.7% | -19.3% | -3.5% |
| 6M | -9.5% | +30.6% | -40.1% | -15.0% |
| YTD | +0.5% | +28.8% | -28.3% | -5.8% |
| 1Y | -1.1% | +57.8% | -58.9% | -11.3% |
| 3Y | +46.0% | +338.1% | -292.1% | +4.0% |
| 5Y | +51.8% | +384.2% | -332.4% | +2.5% |
| 10Y | +307.5% | +353.1% | -45.6% | +162.6% |
| All | +26,336.4% | +2,116.5% | +24,219.9% | +17,702.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling