-19.5%
SAP vs BBWI
-34.3%
+14.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | -2.9% | +1.5% | -4.4% | -3.1% |
| 30D | +9.0% | -5.2% | +14.2% | +9.5% |
| 3M | +14.9% | +11.1% | +3.8% | +13.8% |
| 6M | +11.9% | -13.4% | +25.3% | +13.1% |
| YTD | -9.9% | +0.1% | -10.0% | -10.3% |
| 1Y | -19.5% | -36.1% | +16.6% | -11.6% |
| All | -19.5% | -34.3% | +14.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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