+236.6%
SAP vs WAT
+222.4%
+14.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +6.5% | +5.4% | +1.1% | +4.7% |
| 3M | +12.2% | +11.3% | +0.9% | +8.4% |
| 6M | +46.1% | +37.4% | +8.6% | +31.7% |
| YTD | -1.6% | +21.2% | -22.8% | -8.7% |
| 1Y | -5.1% | +21.3% | -26.5% | -12.1% |
| 3Y | +68.4% | +83.4% | -15.0% | +28.9% |
| 5Y | +79.4% | +29.0% | +50.4% | +53.4% |
| All | +236.6% | +222.4% | +14.1% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling