+222.9%
SAP vs BBWI
-41.3%
+264.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +1.6% | -6.2% | +7.8% | +2.5% |
| 30D | +10.5% | +25.5% | -14.9% | +7.0% |
| 3M | +15.2% | +8.0% | +7.2% | +13.4% |
| 6M | +36.7% | +12.7% | +24.0% | +33.2% |
| YTD | -0.6% | +11.6% | -12.2% | -3.6% |
| 1Y | -4.1% | -0.9% | -3.2% | -6.2% |
| 3Y | +73.2% | -22.7% | +95.9% | +70.7% |
| 5Y | +74.1% | -67.2% | +141.3% | +87.0% |
| 10Y | +222.9% | -43.7% | +266.6% | +169.2% |
| All | +222.9% | -41.3% | +264.2% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling