+428.1%
WMT vs SAN
+357.1%
+71.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -7.4% | +0.9% | -8.4% | -7.5% |
| 3M | -10.9% | +19.1% | -30.0% | -12.6% |
| 6M | -12.7% | +33.2% | -45.9% | -15.6% |
| YTD | -3.2% | +29.1% | -32.3% | -6.5% |
| 1Y | +5.3% | +50.2% | -45.0% | -0.2% |
| 3Y | +101.9% | +351.0% | -249.2% | +66.9% |
| 5Y | +134.6% | +394.7% | -260.1% | +88.5% |
| All | +428.1% | +357.1% | +71.0% | +321.1% |
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