+5,376.0%
WMB vs SAN
+2,116.5%
+3,259.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +0.6% | +1.8% | -1.2% | -0.2% |
| 30D | +3.3% | +2.0% | +1.3% | +2.4% |
| 3M | +3.1% | +19.7% | -16.6% | -4.7% |
| 6M | -0.7% | +30.6% | -31.3% | -12.3% |
| YTD | +25.2% | +28.8% | -3.7% | +10.0% |
| 1Y | +32.9% | +57.8% | -24.9% | +7.3% |
| 3Y | +140.6% | +338.1% | -197.6% | +24.1% |
| 5Y | +273.5% | +384.2% | -110.8% | +75.5% |
| 10Y | +334.2% | +353.1% | -18.9% | +95.8% |
| All | +5,376.0% | +2,116.5% | +3,259.6% | +1,651.4% |
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