+10,793.7%
WMT vs SAN
+1,735.1%
+9,058.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +2.0% | +4.0% | -2.0% | +1.4% |
| 30D | +10.3% | -7.8% | +18.1% | +11.6% |
| 3M | +11.0% | -16.4% | +27.3% | +13.9% |
| 6M | -2.3% | +3.5% | -5.9% | -3.5% |
| YTD | +15.7% | +6.7% | +9.0% | +13.1% |
| 1Y | +26.0% | +14.5% | +11.5% | +21.7% |
| 3Y | +136.5% | +243.5% | -107.0% | +87.6% |
| 5Y | +176.8% | +296.2% | -119.3% | +109.3% |
| 10Y | +537.5% | +268.5% | +269.0% | +363.1% |
| All | +10,793.7% | +1,735.1% | +9,058.6% | +4,305.8% |
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