+2,432.7%
SAP vs WAB
+3,967.5%
-1,534.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -6.0% | -4.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | +11.1% | +0.4% | +10.7% | +10.7% |
| 3M | +17.0% | -3.8% | +20.9% | +18.0% |
| 6M | +34.8% | +5.1% | +29.8% | +31.3% |
| YTD | -2.2% | +33.3% | -35.5% | -12.0% |
| 1Y | -6.4% | +39.8% | -46.3% | -17.1% |
| 3Y | +75.1% | +161.1% | -85.9% | +27.7% |
| 5Y | +69.8% | +209.5% | -139.6% | +17.0% |
| 10Y | +219.8% | +293.8% | -74.0% | +91.5% |
| All | +2,432.7% | +3,967.5% | -1,534.7% | +687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling