+302.1%
WMB vs SAN
+338.5%
-36.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.4% |
| 7D | +0.8% | +3.3% | -2.5% | -0.3% |
| 30D | +7.7% | +1.1% | +6.6% | +7.2% |
| 3M | +6.7% | +22.2% | -15.5% | -0.9% |
| 6M | +3.6% | +36.0% | -32.4% | -8.1% |
| YTD | +28.0% | +28.2% | -0.2% | +14.8% |
| 1Y | +37.6% | +54.1% | -16.5% | +15.0% |
| 3Y | +149.0% | +354.2% | -205.2% | +33.5% |
| 5Y | +285.3% | +387.3% | -102.0% | +90.6% |
| 10Y | +302.1% | +334.8% | -32.7% | +85.7% |
| All | +302.1% | +338.5% | -36.5% | +85.7% |
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