+2,432.7%
SAP vs BBWI
+956.2%
+1,476.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.9% | -3.4% |
| 7D | -0.7% | -6.2% | +5.5% | +0.8% |
| 30D | +11.1% | +19.9% | -8.8% | +6.1% |
| 3M | +17.0% | +7.1% | +9.9% | +14.0% |
| 6M | +34.8% | +13.7% | +21.2% | +28.2% |
| YTD | -2.2% | +9.6% | -11.8% | -7.3% |
| 1Y | -6.4% | -1.6% | -4.8% | -10.3% |
| 3Y | +75.1% | -25.9% | +101.0% | +70.4% |
| 5Y | +69.8% | -67.8% | +137.6% | +93.9% |
| 10Y | +219.8% | -43.5% | +263.3% | +158.0% |
| All | +2,432.7% | +956.2% | +1,476.5% | +513.6% |
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 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