+266.3%
WMB vs SAN
+255.1%
+11.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -6.9% | +10.8% | -17.7% | -10.1% |
| 30D | -7.2% | -5.7% | -1.4% | -5.7% |
| 3M | -5.4% | -13.4% | +8.0% | -1.5% |
| 6M | -4.9% | +3.5% | -8.4% | -7.4% |
| YTD | +14.7% | +9.7% | +5.0% | +7.7% |
| 1Y | +14.7% | +20.9% | -6.2% | +3.8% |
| 3Y | +116.4% | +254.3% | -137.9% | +26.5% |
| 5Y | +198.5% | +304.2% | -105.7% | +57.7% |
| 10Y | +266.3% | +260.2% | +6.0% | +82.2% |
| All | +266.3% | +255.1% | +11.2% | +82.2% |
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 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