+222.9%
SAP vs WAB
+305.5%
-82.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.2% |
| 7D | +1.6% | +4.0% | -2.3% | +0.3% |
| 30D | +10.5% | +4.5% | +6.1% | +8.8% |
| 3M | +15.2% | +2.3% | +12.9% | +13.9% |
| 6M | +36.7% | +12.5% | +24.2% | +30.1% |
| YTD | -0.6% | +40.2% | -40.7% | -12.9% |
| 1Y | -4.1% | +45.2% | -49.3% | -17.1% |
| 3Y | +73.2% | +171.8% | -98.6% | +19.6% |
| 5Y | +74.1% | +217.6% | -143.5% | +13.1% |
| 10Y | +222.9% | +285.3% | -62.4% | +80.7% |
| All | +222.9% | +305.5% | -82.5% | +80.7% |
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