+56.8%
SAP vs GWW
+222.6%
-165.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.0% |
| 7D | -0.3% | -1.5% | +1.3% | +0.2% |
| 30D | +2.6% | +1.1% | +1.5% | +2.2% |
| 3M | +16.3% | -1.0% | +17.2% | +16.2% |
| 6M | +6.4% | +16.3% | -9.9% | +1.1% |
| YTD | -11.4% | +28.5% | -39.9% | -19.1% |
| 1Y | -20.4% | +30.3% | -50.7% | -27.8% |
| 3Y | +56.5% | +91.6% | -35.1% | +21.3% |
| 5Y | +56.8% | +224.0% | -167.2% | +1.2% |
| All | +56.8% | +222.6% | -165.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling