+130.8%
WMT vs SAN
+384.1%
-253.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.2% | -0.5% | +0.2% | -0.2% |
| 30D | -5.8% | -0.1% | -5.8% | -5.8% |
| 3M | -10.8% | +19.6% | -30.4% | -12.0% |
| 6M | -14.3% | +32.7% | -47.0% | -16.3% |
| YTD | -4.4% | +26.7% | -31.1% | -6.5% |
| 1Y | +4.3% | +51.6% | -47.3% | +0.3% |
| 3Y | +100.1% | +348.7% | -248.7% | +75.4% |
| 5Y | +130.8% | +378.7% | -247.9% | +98.2% |
| All | +130.8% | +384.1% | -253.2% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling