+177.0%
SAP vs W
+146.8%
+30.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | -2.9% | -4.2% | +1.3% | -2.4% |
| 30D | +9.0% | -7.6% | +16.6% | +10.0% |
| 3M | +14.9% | +37.2% | -22.2% | +9.4% |
| 6M | +11.9% | +26.3% | -14.4% | +7.1% |
| YTD | -9.9% | -1.0% | -8.9% | -11.5% |
| 1Y | -19.5% | +20.1% | -39.6% | -23.5% |
| 3Y | +61.8% | +37.8% | +24.0% | +42.7% |
| 5Y | +56.2% | -63.7% | +119.8% | +47.5% |
| All | +177.0% | +146.8% | +30.1% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling