+2,439.3%
SAP vs GWW
+7,950.2%
-5,510.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -3.9% | +3.7% | -7.6% | -5.3% |
| 30D | +6.5% | +13.6% | -7.1% | +0.9% |
| 3M | +14.7% | +15.4% | -0.7% | +7.8% |
| 6M | +39.9% | +21.8% | +18.1% | +28.0% |
| YTD | -2.0% | +50.0% | -52.0% | -18.8% |
| 1Y | -6.0% | +60.2% | -66.2% | -24.4% |
| 3Y | +67.7% | +94.4% | -26.7% | +22.0% |
| 5Y | +78.8% | +221.8% | -143.0% | +2.3% |
| 10Y | +229.3% | +665.8% | -436.5% | +17.6% |
| All | +2,439.3% | +7,950.2% | -5,510.8% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling