+29,154.7%
WM vs SAN
+1,705.1%
+27,449.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +4.5% | +3.5% | +1.0% | +3.7% |
| 30D | +16.1% | -13.2% | +29.3% | +19.2% |
| 3M | +8.0% | -16.9% | +25.0% | +11.8% |
| 6M | +8.4% | +2.3% | +6.1% | +7.1% |
| YTD | +11.2% | +4.9% | +6.3% | +8.3% |
| 1Y | +22.3% | +20.4% | +1.9% | +15.7% |
| 3Y | +50.2% | +243.2% | -193.0% | +12.3% |
| 5Y | +63.3% | +275.3% | -212.0% | +16.1% |
| 10Y | +355.0% | +254.0% | +101.0% | +208.0% |
| All | +29,154.7% | +1,705.1% | +27,449.6% | +20,374.1% |
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