+294.9%
SAP vs W
+210.4%
+84.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.0% |
| 7D | -0.7% | -3.6% | +2.9% | -0.3% |
| 30D | +11.1% | +7.0% | +4.1% | +10.1% |
| 3M | +17.0% | +7.4% | +9.7% | +15.8% |
| 6M | +34.8% | +69.3% | -34.5% | +25.1% |
| YTD | -2.2% | +11.3% | -13.5% | -5.4% |
| 1Y | -6.4% | +13.2% | -19.7% | -9.9% |
| 3Y | +75.1% | +142.0% | -66.9% | +46.1% |
| 5Y | +69.8% | -54.6% | +124.4% | +55.8% |
| 10Y | +219.8% | +243.7% | -23.9% | +111.8% |
| All | +294.9% | +210.4% | +84.5% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling