+4,666.7%
WMB vs SAN
+1,664.5%
+3,002.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.6% |
| 7D | -13.8% | +4.9% | -18.7% | -15.7% |
| 30D | -10.3% | -13.0% | +2.7% | -5.8% |
| 3M | -10.1% | -18.9% | +8.8% | -3.3% |
| 6M | -11.8% | -4.1% | -7.7% | -12.1% |
| YTD | +8.9% | +2.6% | +6.4% | +3.9% |
| 1Y | +14.0% | +16.9% | -3.0% | +2.9% |
| 3Y | +100.5% | +239.1% | -138.5% | +13.8% |
| 5Y | +179.5% | +266.8% | -87.3% | +46.0% |
| 10Y | +272.7% | +246.0% | +26.7% | +85.7% |
| All | +4,666.7% | +1,664.5% | +3,002.2% | +1,553.9% |
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