+78.8%
SAP vs W
-54.3%
+133.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | +6.5% | +3.2% | +3.3% | +5.9% |
| 3M | +14.7% | +8.3% | +6.4% | +13.2% |
| 6M | +39.9% | +84.3% | -44.4% | +28.4% |
| YTD | -2.0% | +11.0% | -13.0% | -5.2% |
| 1Y | -6.0% | -0.2% | -5.8% | -8.1% |
| 3Y | +67.7% | +157.9% | -90.3% | +38.1% |
| 5Y | +78.8% | -56.8% | +135.6% | +56.6% |
| All | +78.8% | -54.3% | +133.1% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling