+176.2%
SAP vs WAB
+283.1%
-106.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.9% |
| 7D | -0.3% | +1.7% | -1.9% | -0.8% |
| 30D | +2.6% | -2.4% | +5.0% | +3.3% |
| 3M | +16.3% | +9.7% | +6.6% | +12.0% |
| 6M | +6.4% | +16.5% | -10.1% | -0.2% |
| YTD | -11.4% | +33.7% | -45.1% | -21.0% |
| 1Y | -20.4% | +49.7% | -70.1% | -31.9% |
| 3Y | +56.5% | +170.9% | -114.4% | +8.3% |
| 5Y | +56.8% | +228.0% | -171.3% | +1.3% |
| 10Y | +176.2% | +284.8% | -108.6% | +51.8% |
| All | +176.2% | +283.1% | -106.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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