+7.0%
WMT vs SAN
+58.9%
-51.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +3.9% | +1.8% | +2.2% | +4.0% |
| 30D | -4.4% | +2.0% | -6.4% | -4.3% |
| 3M | -8.8% | +19.7% | -28.5% | -8.3% |
| 6M | -15.6% | +30.6% | -46.3% | -15.4% |
| YTD | -3.2% | +28.8% | -32.1% | -3.5% |
| 1Y | +7.0% | +57.8% | -50.7% | +8.0% |
| All | +7.0% | +58.9% | -51.9% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling