-18.7%
SAP vs GWRE
-44.7%
+26.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -4.1% | -13.2% | +9.2% | +1.6% |
| 30D | +1.1% | -18.6% | +19.7% | +7.6% |
| 3M | +26.1% | +18.9% | +7.2% | +12.3% |
| 6M | +9.8% | -11.0% | +20.7% | +9.3% |
| YTD | -13.6% | -29.9% | +16.3% | -5.1% |
| 1Y | -18.7% | -44.3% | +25.7% | -3.1% |
| All | -18.7% | -44.7% | +26.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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