+2,233.8%
SAP vs BBWI
+864.8%
+1,369.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.6% |
| 7D | -2.9% | +1.5% | -4.4% | -3.2% |
| 30D | +9.0% | -5.2% | +14.2% | +10.0% |
| 3M | +14.9% | +11.1% | +3.8% | +11.3% |
| 6M | +11.9% | -13.4% | +25.3% | +13.4% |
| YTD | -9.9% | +0.1% | -10.0% | -12.2% |
| 1Y | -19.5% | -36.1% | +16.6% | -13.9% |
| 3Y | +61.8% | -44.1% | +105.9% | +69.3% |
| 5Y | +56.2% | -66.2% | +122.4% | +76.6% |
| 10Y | +180.6% | -54.8% | +235.4% | +143.0% |
| All | +2,233.8% | +864.8% | +1,369.0% | +481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling