+70.8%
SAP vs WAB
+203.5%
-132.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -6.0% | -4.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.3% |
| 30D | +11.1% | +0.4% | +10.7% | +10.6% |
| 3M | +17.0% | -3.8% | +20.9% | +18.1% |
| 6M | +34.8% | +5.1% | +29.8% | +30.4% |
| YTD | -2.2% | +33.3% | -35.5% | -16.2% |
| 1Y | -6.4% | +39.8% | -46.3% | -21.7% |
| 3Y | +75.1% | +161.1% | -85.9% | +3.0% |
| All | +70.8% | +203.5% | -132.7% | -10.5% |
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