+222.9%
SAP vs W
+268.4%
-45.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.1% |
| 7D | +1.6% | +3.3% | -1.7% | +1.1% |
| 30D | +10.5% | +10.5% | 0.0% | +9.0% |
| 3M | +15.2% | +9.6% | +5.5% | +13.5% |
| 6M | +36.7% | +76.4% | -39.7% | +25.5% |
| YTD | -0.6% | +16.4% | -17.0% | -4.5% |
| 1Y | -4.1% | +9.3% | -13.5% | -7.5% |
| 3Y | +73.2% | +172.8% | -99.6% | +40.6% |
| 5Y | +74.1% | -53.4% | +127.5% | +59.1% |
| 10Y | +222.9% | +243.6% | -20.7% | +123.0% |
| All | +222.9% | +268.4% | -45.5% | +123.0% |
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