+3.9%
WMT vs SAN
+48.1%
-44.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.5% | -2.8% | +0.3% | -2.6% |
| 30D | -6.4% | -0.5% | -5.9% | -6.4% |
| 3M | -12.1% | +22.7% | -34.8% | -11.5% |
| 6M | -15.0% | +28.8% | -43.7% | -14.6% |
| YTD | -4.5% | +26.3% | -30.8% | -4.6% |
| All | +3.9% | +48.1% | -44.2% | +6.2% |
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