+56.4%
SAP vs WAB
+222.7%
-166.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -2.9% | -3.2% | +0.3% | -1.8% |
| 30D | +9.0% | -4.4% | +13.5% | +10.7% |
| 3M | +14.9% | +7.9% | +7.1% | +10.7% |
| 6M | +11.9% | +8.7% | +3.2% | +6.4% |
| YTD | -9.9% | +33.0% | -42.9% | -22.3% |
| 1Y | -19.5% | +46.7% | -66.2% | -34.0% |
| 3Y | +61.8% | +153.0% | -91.2% | -2.2% |
| All | +56.4% | +222.7% | -166.3% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling