+67.8%
SAP vs W
+167.8%
-100.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -2.5% | -7.4% | +4.9% | -1.6% |
| 30D | +7.5% | +7.8% | -0.4% | +6.3% |
| 3M | +11.6% | +10.9% | +0.8% | +9.9% |
| 6M | +37.6% | +86.4% | -48.8% | +26.0% |
| YTD | -2.0% | +14.0% | -15.9% | -5.5% |
| 1Y | -6.4% | +3.5% | -9.9% | -9.0% |
| All | +67.8% | +167.8% | -100.0% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling