+68.4%
SAP vs WAB
+168.8%
-100.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.6% | +5.1% | -4.4% | -0.2% |
| 30D | +6.5% | +4.0% | +2.5% | +5.7% |
| 3M | +12.2% | +0.1% | +12.1% | +12.1% |
| 6M | +46.1% | +12.8% | +33.3% | +41.4% |
| YTD | -1.6% | +40.1% | -41.7% | -13.0% |
| 1Y | -5.1% | +46.4% | -51.5% | -17.7% |
| 3Y | +68.4% | +167.4% | -99.0% | +12.9% |
| All | +68.4% | +168.8% | -100.5% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling