+59.8%
SAP vs WAB
+162.1%
-102.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.9% | -3.2% | +0.3% | -2.3% |
| 30D | +9.0% | -4.4% | +13.5% | +9.9% |
| 3M | +14.9% | +7.9% | +7.1% | +12.4% |
| 6M | +11.9% | +8.7% | +3.2% | +8.5% |
| YTD | -9.9% | +33.0% | -42.9% | -19.3% |
| 1Y | -19.5% | +46.7% | -66.2% | -30.8% |
| All | +59.8% | +162.1% | -102.3% | +12.3% |
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