+142.3%
WMB vs SAN
+339.3%
-197.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.6% | +1.8% | -1.2% | +0.4% |
| 30D | +3.3% | +2.0% | +1.3% | +3.0% |
| 3M | +3.1% | +19.7% | -16.6% | +1.0% |
| 6M | -0.7% | +30.6% | -31.3% | -4.2% |
| YTD | +25.2% | +28.8% | -3.7% | +20.2% |
| 1Y | +32.9% | +57.8% | -24.9% | +22.5% |
| All | +142.3% | +339.3% | -197.0% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling